Forecasting and modelling for chaotic and stochastic systems

A cura di: Antonio Bellacicco, Giorgio Koch, Angelo Vulpiani

Forecasting and modelling for chaotic and stochastic systems

Edizione a stampa

24,50

Pagine: 176

ISBN: 9788820485085

Edizione: 1a edizione 1995

Codice editore: 1340.61

Disponibilità: Nulla

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.

Preface
Distinguishing chaos from noise: the role of the embedding
delay, di F. Paparella, A. Provenzale
A diagnostic model for distinguishing chaos from noise,
di A. Bellacicco
Low-frequency analysis of electrocardiograms,
di F. Giovannini, R. Livi, A. Politi
Predictability in chaotic systems, di A. Vulpiani
Long range properties of Dna sequences,
di P. Liò
Optimal stopping of branching brownian motion: an estimation about the smallest optimal stopping time,
di C. Ceci, A. Gerardi, L. Mazliak
A polynomial approach in non - gaussian filtering,
di F. Carravetta, A. Germani, M. Raimondi
Non stationary time series: a structural var approach,
di G. Pellegrini
Genetic algorithms applied to authomatic threshold tuning for petrol drilling operations,
di C. Ceroli, S. Ciraci, M. Delia Martera, O. Pascolini
Chaos and synchronization in cellular automata,
di F. Bagnoli, R. Rechtman
Nonmonotonic reasoning: managing exceptions and updates
in complex systems,
di G. Amati


Contributi: Gianni Amati, Franco Bagnoli, F. Caravetta, Claudia Ceci, C. Ceroli, S. Ciraci, M. Della Martera, Anna Gerardi, A. Germani, F. Giovannini, Pietro Lio, R. Livi, Laurent Mazliak, F. Paparella, O. Pascolini, G. Pellegrini, A. Politi, A. Provenzale, M. Raimondi, Ral Rechtam

Collana: Scientifica