Chaos and forecasting : proceedings of the Royal Society Discussion Meeting, London, 2-3 March 1994

editor, Howell Tong

It is now generally recognized that very simple dynamical systems can produce apparently random behaviour. Attention has recently turned to focus on the flip-side of this coin: random-looking time series (or random-looking patterns in space) may indeed be the result of very complicated processes or "real noise", but they may equally well be produced by some very simple mechanism (a low-dimensional attractor). In either case, a long-term prediction will be possible only in probabilistic terms. However, in the very short term, random systems will still be unpredictable but low-dimensional chaotic ones may be predictable (appearances to the contrary). The Royal Society held a two-day discussion meeting on topics covering diverse fields, including biology, economics, geophysics, meterology, statistics, epidemiology, earthquake science and many others, each topic covered by a leading expert in the field. The meeting dealt with different basic approaches to the problem of chaos and forecasting, and covered applications to nonlinear forecasting of both artificially-generated time series and real data from context in the above-mentioned diverse fields. This book forms an introduction to the science of chaos, with special reference to real data.

「Nielsen BookData」より

[目次]

  • Embedding dimension and sample size requirement, H. Tong and B. Cheng
  • another look at the correlation dimension of coloured noise, C.D. Cutler
  • on prediction and chaos in stochastic systems, H. Tong and Q. Yao
  • nonlinear predictions and local optimal forecasting from time series, L.A. Smith
  • statistical issues in the estimation of Lyapunov exponents, R. Wolff
  • chaos and nonlinear forecastability in economics and finance, B. LeBaron
  • connectionist forecasting and the Santa Fe competition, A. Weigend. (Part Contents).

「Nielsen BookData」より

この本の情報

書名 Chaos and forecasting : proceedings of the Royal Society Discussion Meeting, London, 2-3 March 1994
著作者等 Royal Society (Great Britain). Discussion Meeting
Tong, Howell
シリーズ名 Nonlinear time series and chaos
出版元 World Scientific
刊行年月 c1995
ページ数 viii, 345 p.
大きさ 23 cm
ISBN 9810238118
9810221266
NCID BA25007036
※クリックでCiNii Booksを表示
言語 英語
出版国 シンガポール
この本を: 
このエントリーをはてなブックマークに追加

このページを印刷

外部サイトで検索

この本と繋がる本を検索

ウィキペディアから連想