Buy from Oxford University Press Buy from Amazon.com Buy from Barnes & Noble
Oxford University Press, 2003 · xx + 507 pages · 298 figures
|
Chaos and Time-Series AnalysisJ. C. SprottEmeritus Professor of Physics, University of Wisconsin–Madison Praise for Chaos and Time-Series Analysis
About the BookChaos is everywhere — in the tumbling of Saturn's moon Hyperion, the swirl of the atmosphere, the rhythm of the heart, and the fluctuations of the stock market. Chaos and Time-Series Analysis is a sweeping, richly illustrated guided tour of this strange and beautiful world, and of the tools scientists use to find order hidden in apparently random data. While many books on chaos are purely qualitative and many others are highly mathematical, this book fills the middle ground. It gives the essential equations and useful results, with emphasis on physical concepts rather than proofs and derivations, and requires nothing beyond elementary calculus. Written for advanced undergraduates and beginning graduate students in science and engineering, it grew out of a course the author taught for many years at the University of Wisconsin. The journey begins with one-dimensional maps and the period-doubling route to chaos, moves through flows, dynamical systems theory, Lyapunov exponents, strange attractors, bifurcations, and Hamiltonian chaos, and then turns to the practical art of time-series analysis: nonlinear prediction, noise reduction, fractals, fractal dimension, multifractals, and finally spatiotemporal chaos and complexity. Contents
Companion Web SiteColor figures, animations, software, errata, and links for every chapter are on the book's web supplement. |
Last updated October 25, 2026