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Nonlinear Time Series: Semiparametric and Nonparametric Methods (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
by Jiti GaoUseful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years. Recent studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully
Nonlinear Time Series Analysis
by Holger Kantz Thomas SchreiberThe paradigm of deterministic chaos has influenced thinking in many fields of science. Chaotic systems show rich and surprising mathematical structures. In the applied sciences, deterministic chaos provides a striking explanation for irregular behaviour and anomalies in systems which do not seem to be inherently stochastic. The most direct link between chaos theory and the real world is the analysis of time series from real systems in terms of nonlinear dynamics. Experimental technique and data analysis have seen such dramatic progress that, by now, most fundamental properties of nonlinear dynamical systems have been observed in the laboratory. Great efforts are being made to exploit ideas from chaos theory wherever the data displays more structure than can be captured by traditional methods. Problems of this kind are typical in biology and physiology but also in geophysics, economics, and many other sciences.
Nonlinear Time Series Analysis (Wiley Series in Probability and Statistics)
by Ruey S. Tsay Rong ChenA comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors—noted experts in the field—explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models. The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide: • Offers research developed by leading scholars of time series analysis • Presents R commands making it possible to reproduce all the analyses included in the text • Contains real-world examples throughout the book • Recommends exercises to test understanding of material presented • Includes an instructor solutions manual and companion website Written for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models.
Nonlinear Transformations of Random Processes (Dover Books on Electrical Engineering)
by Ralph DeutschThis concise treatment of nonlinear noise techniques encountered in system applications is suitable for advanced undergraduates and graduate students. The book is also a valuable reference for systems analysts and communication engineers, as it discusses the basic mathematical theories of nonlinear transformations applied to random processes encountered in communications and control systems. Prerequisites include a familiarity with statistics, probability, complex variables, and Fourier and Laplace transforms. The first five chapters present specific classes of nonlinear devices and random processes that in combination lead to closed form solutions for the statistical properties of the transformed process. Subsequent chapters address techniques based on the use of series representations, general systematic approaches to the subject of nonlinear transformations of random processes, and sampling and quantizing a random process. A helpful Appendix features notes on hypergeometric functions.
Nonlinear Vibrations and the Wave Equation (Springerbriefs In Mathematics)
by Alain HarauxThis book gathers the revised lecture notes from a seminar course offered at the Federal University of Rio de Janeiro in 1986, then in Tokyo in 1987. An additional chapter has been added to reflect more recent advances in the field.
Nonlinear Water Waves: An Interdisciplinary Interface (Tutorials, Schools, and Workshops in the Mathematical Sciences)
by David Henry Konstantinos Kalimeris Emilian I. Părău Jean-Marc Vanden-Broeck Erik WahlénThe motion of water is governed by a set of mathematical equations which are extremely complicated and intractable. This is not surprising when one considers the highly diverse and intricate physical phenomena which may be exhibited by a given body of water. Recent mathematical advances have enabled researchers to make major progress in this field, reflected in the topics featured in this volume. Cutting-edge techniques and tools from mathematical analysis have generated strong rigorous results concerning the qualitative and quantitative physical properties of solutions of the governing equations. Furthermore, accurate numerical computations of fully-nonlinear steady and unsteady water waves in two and three dimensions have contributed to the discovery of new types of waves. Model equations have been derived in the long-wave and modulational regime using Hamiltonian formulations and solved numerically. This book brings together interdisciplinary researchers working in the field of nonlinear water waves, whose contributions range from survey articles to new research results which address a variety of aspects in nonlinear water waves. It is motivated by a workshop which was organised at the Erwin Schrödinger International Institute for Mathematics and Physics in Vienna, November 27-December 7, 2017. The key aim of the workshop was to describe, and foster, new approaches to research in this field. This is reflected in the contents of this book, which is aimed to stimulate both experienced researchers and students alike.
Nonlinear Wave Equations (Chapman And Hall/crc Pure And Applied Mathematics Ser. #194)
by Satyanad KichenassamyThis work examines the mathematical aspects of nonlinear wave propagation, emphasizing nonlinear hyperbolic problems. It introduces the tools that are most effective for exploring the problems of local and global existence, singularity formation, and large-time behaviour of solutions, and for the study of perturbation methods.
Nonlinear Wave Equations
by Tatsien Li Yi ZhouThis book focuses on nonlinear wave equations, which are of considerable significance from both physical and theoretical perspectives. It also presents complete results on the lower bound estimates of lifespan (including the global existence), which are established for classical solutions to the Cauchy problem of nonlinear wave equations with small initial data in all possible space dimensions and with all possible integer powers of nonlinear terms. Further, the book proposes the global iteration method, which offers a unified and straightforward approach for treating these kinds of problems. Purely based on the properties of solut ions to the corresponding linear problems, the method simply applies the contraction mapping principle.
Nonlinear Waves: From Dissipative Solitons to Magnetic Solitons
by Emmanuel Kengne WuMing LiuThis book highlights the methods to engineer dissipative and magnetic nonlinear waves propagating in nonlinear systems. In the first part of the book, the authors present methodologically mathematical models of nonlinear waves propagating in one- and two-dimensional nonlinear transmission networks without/with dissipative elements. Based on these models, the authors investigate the generation and the transmission of nonlinear modulated waves, in general, and solitary waves, in particular, in networks under consideration. In the second part of the book, the authors develop basic theoretical results for the dynamics matter-wave and magnetic-wave solitons of nonlinear systems and of Bose–Einstein condensates trapped in external potentials, combined with the time-modulated nonlinearity. The models treated here are based on one-, two-, and three-component non-autonomous Gross–Pitaevskii equations. Based on the Heisenberg model of spin–spin interactions, the authors also investigate the dynamics of magnetization in ferromagnet with or without spin-transfer torque. This research book is suitable for physicists, mathematicians, engineers, and graduate students in physics, mathematics, and network and information engineering.
Nonlinear Waves and Pattern Dynamics
by Nizar Abcha Efim Pelinovsky Innocent MutabaziThis book addresses the fascinating phenomena associated with nonlinear waves and spatio-temporal patterns. These appear almost everywhere in nature from sand bed forms to brain patterns, and yet their understanding still presents fundamental scientific challenges. The reader will learn here, in particular, about the current state-of-the art and new results in: Nonlinear water waves: resonance, solitons, focusing, Bose-Einstein condensation, as well as and their relevance for the sea environment (sea-wind interaction, sand bed forms, fiber clustering) Pattern formation in non-equilibrium media: soap films, chimera patterns in oscillating media, viscoelastic Couette-Taylor flow, flow in the wake behind a heated cylinder, other pattern formation. The editors and authors dedicate this book to the memory of Alexander Ezersky, Professor of Fluid Mechanics at the University of Caen Normandie (France) from September 2007 to July 2016. Before 2007, he had served as a Senior Scientist at the Institute of Applied Physics of the Russian Academy of Sciences in Nizhny Novgorod (Russia). The chapters have been written by leading scientists in Nonlinear Physics, and the topics chosen so as to cover all the fields to which Prof. Ezersky himself contributed, by means of experimental, theoretical and numerical approaches. The volume will appeal to advanced students and researchers studying nonlinear waves and pattern dynamics, as well as other scientists interested in their applications in various natural media.
Nonlinear Waves and Solitons on Contours and Closed Surfaces
by Andrei LuduThis volume is an introduction to nonlinear waves and soliton theory in the special environment of compact spaces such a closed curves and surfaces and other domain contours. It assumes familiarity with basic soliton theory and nonlinear dynamical systems. The first part of the book introduces the mathematical concept required for treating the manifolds considered, providing relevant notions from topology and differential geometry. An introduction to the theory of motion of curves and surfaces - as part of the emerging field of contour dynamics - is given. The second and third parts discuss the modeling of various physical solitons on compact systems, such as filaments, loops and drops made of almost incompressible materials thereby intersecting with a large number of physical disciplines from hydrodynamics to compact object astrophysics. This book is intended for graduate students and researchers in mathematics, physics and engineering. This new edition has been thoroughly revised, expanded and updated.
Nonlinear Waves in Elastic Media
by A.G. Kulikovskii Elena I. SveshnikovaNonlinear Waves in Elastic Media explores the theoretical results of one-dimensional nonlinear waves, including shock waves, in elastic media. It is the first book to provide an in-depth and comprehensive presentation of the nonlinear wave theory while taking anisotropy effects into account. The theory is completely worked out and draws on 15 years of research by the authors, one of whom also wrote the 1965 classic Magnetohydrodynamics. Nonlinear Waves in Elastic Media emphasizes the behavior of quasitransverse waves and analyzes arbitrary discontinuity disintegration problems, illustrating that the solution can be non-unique - a surprising result. The solution is shown to be especially interesting when anisotropy and nonlinearity effects interact, even in small-amplitude waves. In addition, the text contains an independent mathematical chapter describing general methods to study hyperbolic systems expressing the conservation laws. The theoretical results described in Nonlinear Waves in Elastic Media allow, for the first time, discovery and interpretation of many new peculiarities inherent to the general problem of discontinuous solutions and so provide a valuable resource for advanced students and researchers involved with continuum mechanics and partial differential equations.
Nonlinearities in Economics: An Interdisciplinary Approach to Economic Dynamics, Growth and Cycles (Dynamic Modeling and Econometrics in Economics and Finance #29)
by Giuseppe Orlando Alexander N. Pisarchik Ruedi StoopThis interdisciplinary book argues that the economy has an underlying non-linear structure and that business cycles are endogenous, which allows a greater explanatory power with respect to the traditional assumption that dynamics are stochastic and shocks are exogenous. The first part of this work is formal-methodological and provides the mathematical background needed for the remainder, while the second part presents the view that signal processing involves construction and deconstruction of information and that the efficacy of this process can be measured. The third part focuses on economics and provides the related background and literature on economic dynamics and the fourth part is devoted to new perspectives in understanding nonlinearities in economic dynamics: growth and cycles. By pursuing this approach, the book seeks to (1) determine whether, and if so where, common features exist, (2) discover some hidden features of economic dynamics, and (3) highlight specific indicators of structural changes in time series. Accordingly, it is a must read for everyone interested in a better understanding of economic dynamics, business cycles, econometrics and complex systems, as well as non-linear dynamics and chaos theory.
Nonlinearity, Complexity and Randomness in Economics: Towards Algorithmic Foundations for Economics (Surveys of Recent Research in Economics #9)
by Stefano Zambelli Donald A.R. GeorgeNonlinearity, Complexity and Randomness in Economics presents a variety of papers by leading economists, scientists, and philosophers who focus on different aspects of nonlinearity, complexity and randomness, and their implications for economics. A theme of the book is that economics should be based on algorithmic, computable mathematical foundations. Features an interdisciplinary collection of papers by economists, scientists, and philosophers Presents new approaches to macroeconomic modelling, agent-based modelling, financial markets, and emergent complexity Reveals how economics today must be based on algorithmic, computable mathematical foundations
Nonlocal and Fractional Operators (SEMA SIMAI Springer Series #26)
by Luisa Beghin Francesco Mainardi Roberto GarrappaThe purpose of this volume is to explore new bridges between different research areas involved in the theory and applications of the fractional calculus. In particular, it collects scientific and original contributions to the development of the theory of nonlocal and fractional operators. Special attention is given to the applications in mathematical physics, as well as in probability. Numerical methods aimed to the solution of problems with fractional differential equations are also treated in the book. The contributions have been presented during the international workshop "Nonlocal and Fractional Operators", held in Sapienza University of Rome, in April 2019, and dedicated to the retirement of Prof. Renato Spigler (University Roma Tre). Therefore we also wish to dedicate this volume to this occasion, in order to celebrate his scientific contributions in the field of numerical analysis and fractional calculus. The book is suitable for mathematicians, physicists and applied scientists interested in the various aspects of fractional calculus.
Nonlocal Diffusion and Applications
by Claudia Bucur Enrico ValdinociWorking in the fractional Laplace framework, this book provides models and theorems related to nonlocal diffusion phenomena. In addition to a simple probabilistic interpretation, some applications to water waves, crystal dislocations, nonlocal phase transitions, nonlocal minimal surfaces and Schrödinger equations are given. Furthermore, an example of an s-harmonic function, its harmonic extension and some insight into a fractional version of a classical conjecture due to De Giorgi are presented. Although the aim is primarily to gather some introductory material concerning applications of the fractional Laplacian, some of the proofs and results are new. The work is entirely self-contained, and readers who wish to pursue related subjects of interest are invited to consult the rich bibliography for guidance.
Nonlocal Perimeter, Curvature and Minimal Surfaces for Measurable Sets (Frontiers in Mathematics)
by José M. Mazón Julio Daniel Rossi J. Julián ToledoThis book highlights the latest developments in the geometry of measurable sets, presenting them in simple, straightforward terms. It addresses nonlocal notions of perimeter and curvature and studies in detail the minimal surfaces associated with them. These notions of nonlocal perimeter and curvature are defined on the basis of a non-singular kernel. Further, when the kernel is appropriately rescaled, they converge toward the classical perimeter and curvature as the rescaling parameter tends to zero. In this way, the usual notions can be recovered by using the nonlocal ones. In addition, nonlocal heat content is studied and an asymptotic expansion is obtained. Given its scope, the book is intended for undergraduate and graduate students, as well as senior researchers interested in analysis and/or geometry.
Nonnegative Matrices and Applicable Topics in Linear Algebra (Dover Books on Mathematics)
by Alexander GrahamNonnegative matrices is an increasingly important subject in economics, control theory, numerical analysis, Markov chains, and other areas. This concise treatment is directed toward undergraduates who lack specialized knowledge at the postgraduate level of mathematics and related fields, such as mathematical economics and operations research.An Introductory Survey encompasses some aspects of matrix theory and its applications and other relevant topics in linear algebra, including certain facets of graph theory. Subsequent chapters cover various points of the theory of normal matrices, comprising unitary and Hermitian matrices, and the properties of positive definite matrices. An exploration of the main topic, nonnegative matrices, is followed by a discussion of M-matrices. The final chapter examines stochastic, genetic, and economic models. The important concepts are illustrated by simple worked examples. Problems appear at the conclusion of most chapters, with solutions at the end of the book.
Nonoscillation and Oscillation Theory for Functional Differential Equations
by Ravi P. Agarwal Martin Bohner Wan-Tong LiThis book summarizes the qualitative theory of differential equations with or without delays, collecting recent oscillation studies important to applications and further developments in mathematics, physics, engineering, and biology. The authors address oscillatory and nonoscillatory properties of first-order delay and neutral delay differential eq
Nonoscillation Theory of Functional Differential Equations with Applications
by Elena Braverman Ravi P. Agarwal Alexander Domoshnitsky Leonid BerezanskyThis monograph explores nonoscillation and existence of positive solutions for functional differential equations and describes their applications to maximum principles, boundary value problems and stability of these equations. In view of this objective the volume considers a wide class of equations including, scalar equations and systems of different types, equations with variable types of delays and equations with variable deviations of the argument. Each chapter includes an introduction and preliminaries, thus making it complete. Appendices at the end of the book cover reference material. Nonoscillation Theory of Functional Differential Equations with Applications is addressed to a wide audience of researchers in mathematics and practitioners.
Nonparametric Bayesian Inference: Contributions by Jean-Marie Rolin
by Jean-Pierre Florens Michel MouchartThis book is a compilation of unpublished papers written by Jean-Marie Rolin (with several co-authors) on nonparametric bayesian estimation. Jean-Marie was professor of statistics at University of Louvain and died on November 5th, 2018. He made important contributions in mathematical statistics with applications to different fields like econometrics or biometrics.These papers cover a variety of topics, including: • The Mathematical structure of the Bayesian model and the main concepts (sufficiency, ancillarity, invariance…) • Representation of the Dirichlet processes and of the associated Polya urn model and applications to nonparametric bayesian analysis. • Contributions to duration models and to their non parametric bayesian treatment.
Nonparametric Bayesian Inference in Biostatistics
by Riten Mitra Peter MüllerAs chapters in this book demonstrate, BNP has important uses in clinical sciences and inference for issues like unknown partitions in genomics. Nonparametric Bayesian approaches (BNP) play an ever expanding role in biostatistical inference from use in proteomics to clinical trials. Many research problems involve an abundance of data and require flexible and complex probability models beyond the traditional parametric approaches. As this book's expert contributors show, BNP approaches can be the answer. Survival Analysis, in particular survival regression, has traditionally used BNP, but BNP's potential is now very broad. This applies to important tasks like arrangement of patients into clinically meaningful subpopulations and segmenting the genome into functionally distinct regions. This book is designed to both review and introduce application areas for BNP. While existing books provide theoretical foundations, this book connects theory to practice through engaging examples and research questions. Chapters cover: clinical trials, spatial inference, proteomics, genomics, clustering, survival analysis and ROC curve.
Nonparametric Bayesian Learning for Collaborative Robot Multimodal Introspection
by Xuefeng Zhou Hongmin Wu Juan Rojas Zhihao Xu Shuai LiThis open access book focuses on robot introspection, which has a direct impact on physical human–robot interaction and long-term autonomy, and which can benefit from autonomous anomaly monitoring and diagnosis, as well as anomaly recovery strategies. In robotics, the ability to reason, solve their own anomalies and proactively enrich owned knowledge is a direct way to improve autonomous behaviors. To this end, the authors start by considering the underlying pattern of multimodal observation during robot manipulation, which can effectively be modeled as a parametric hidden Markov model (HMM). They then adopt a nonparametric Bayesian approach in defining a prior using the hierarchical Dirichlet process (HDP) on the standard HMM parameters, known as the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM). The HDP-HMM can examine an HMM with an unbounded number of possible states and allows flexibility in the complexity of the learned model and the development of reliable and scalable variational inference methods.This book is a valuable reference resource for researchers and designers in the field of robot learning and multimodal perception, as well as for senior undergraduate and graduate university students.
Nonparametric Econometrics: Theory and Practice (Advances In Econometrics Ser.)
by Qi Li Jeffrey Scott RacineA comprehensive, up-to-date textbook on nonparametric methods for students and researchersUntil now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers.Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory.This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables.Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Nonparametric Estimation under Shape Constraints
by Piet Groeneboom Geurt JongbloedThis book treats the latest developments in the theory of order-restricted inference, with special attention to nonparametric methods and algorithmic aspects. Among the topics treated are current status and interval censoring models, competing risk models, and deconvolution. Methods of order restricted inference are used in computing maximum likelihood estimators and developing distribution theory for inverse problems of this type. The authors have been active in developing these tools and present the state of the art and the open problems in the field. The earlier chapters provide an introduction to the subject, while the later chapters are written with graduate students and researchers in mathematical statistics in mind. Each chapter ends with a set of exercises of varying difficulty. The theory is illustrated with the analysis of real-life data, which are mostly medical in nature. .