Nonlinear Time Series Analysis

Kantz, H., & Schreiber, T. (2004). Nonlinear Time Series Analysis. Cambridge University Press.

Type

Book

Intellectual base

Review or monograph

Year

2004

Link

https://www.cambridge.org/9780521529020

Cited from

mathematics

Cited by

3 citations across 3 artifacts.

Each citation links to the sentence it supports in the citing article.

Primes

• Attractor
  • This conserved decision sequence is the basis for Prime status.
• Chaos
  • Both fields converged on the same diagnostic toolkit — Lyapunov exponent estimation, ensemble forecasting, low-dimensional attractor reconstruction, bifurcation analysis, codified in the Kantz and Schreiber (2004) treatment of nonlinear time-series analysis

    This sourceStandard practitioner reference codifying the diagnostic toolkit of chaos analysis — phase-space embedding, Lyapunov exponent estimation, dimension and entropy measures, surrogate-data testing, and ensemble methods.

Domain-specific

• Correlation integral
  • … and Theiler window, finite-sample normalization, invariant-measure assumption, scaling interval, correlation dimension estimate, noise floor, saturation and uncertainty are explicit. to An applied instance preserves the same invariant under a changed scale, notation, jurisdiction, dataset, or implementation..

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