Forecasting and modelling for chaotic and stochastic systems

The book had the aim of comparing three main approaches to non linear time series: - deterministic modelling - stochastic modelling - expert systems modelling.

The area of applications can vary from meterological forecasting, to physics and astrophysics modelling, demographic and economic modelling and forecasting, engineering systems analysis and control.

The above approaches are based on different methodologies developed to catch the intrinsic non linearity imbedded in complex systems.

The book contains the proceedings of a multidisciplinary meeting for updating the state of the art, the common features of the three approaches, the basis borderlines and the capability of achieving a clear sight on non linearity.

The purpose is therefore overcoming classical linear methods in time series modelling and forecasting and comparison of theri mathematical tools.

Antonio Bellacicco is full professor, chair of Statistics, Dept. of Systems and Organization Theory, University of Teramo.

Giorgio Koch is full professor, chair of Probability, Dept. of Mathematics, Ill University of Rome.

Angelo Vulpiani is associate professor, chair of Mathematical Methods for Physics, Dept. of Physics, University of Rome, La Sapienza.