Extracting knowledge from time series. An introduction to nonlinear empirical modeling
type: Item
instance of: scholarly article
title: Extracting knowledge from time series. An introduction to nonlinear empirical modeling
zbMATH Open document ID: 1210.00041
DOI: 10.1007/978-3-642-12601-7
author: Boris P. Bezruchko
author: Dmitry A. Smirnov
published in: Springer Series in Synergetics
publication date: 2010-05-27T00:00:00Z
review text: Another book on time-series! But it is a textbook for physicists and practitioners, and in this way of thought it is welcome. Its main purpose is to explain and illustrate how time series can be used to construct mathematical models for dynamical systems. There is no separation of the theory from the applications but rather they are put together, and step by step the applications supports the presentation of the basic theoretical formulation. The theory itself is reduced to the essential of time-series, and it may be not enough for a professional in statistics; but in contrast, the modeling part of the book is expanded at length with regard to the meaning of this modeling on the one hand, and the variety of applications on the other hand. The first part of the book deals with models and forecast (nonrandom dynamical systems, stochastic systems) to present the problem the book is dealing with, and the second part details how to perform modeling from time series identification, parameter estimation, restoration of explicit temporal dependencies.
Mathematics Subject Classification ID: 00A06
Mathematics Subject Classification ID: 37M10
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 93A30
Mathematics Subject Classification ID: 93E12
zbMATH DE Number: 5712807
zbMATH Keywords: time series
zbMATH Keywords: modeling
zbMATH Keywords: deterministic models
zbMATH Keywords: random models
zbMATH Keywords: parameter estimation
zbMATH Keywords: systems identification
zbMATH Keywords: data series
zbMATH Keywords: forecast
reviewed by: Guy Jumarie
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1007/978-3-642-12601-7
OpenAlex ID: W1517096670
description: scientific article; zbMATH DE number 5712807