Non-Linear Time Series: A Dynamical System Approach

by Howell Tong

Written by an internationally recognized expert in the field, this book provides a valuable introduction to the rapidly growing area of non-linear time series. Because developments in the study of dynamical systems have motivated many of the advances discussed here, the author's coverage includes such fundamental concepts of dynamical systems theory as limit cycles, Lyapunov functions, thresholds, and stability, with detailed descriptions of their role in the analysis of non-linear time series data. As the first accessible and comprehensive account of these exciting new developments, this unique volume bridges the gap between linear and chaotic time series analysis. Both statisticians and dynamical systems theorists will value its survey of recent developments and the present state of research, as well as the discussion of a number of unsolved problems in the field.

564 pages, Paperback

First published October 1, 1990

Reviews

[Robert]

OK - so I didn't read this and hence it remains unrated. I didn't check carefully enough what it was about before purchase and it turns out it's pure statistical forecasting with no science content - not what I wanted. That, however doesn't mean it's bad. It might be really good. I dunno, because I found a book that was on my desired topic and read that instead...