by Costas Varotsos (Author), PanayiotisA.Varotsos (Author), EfthimiosSkordas (Author), Costas Varotsos (Author), EfthimiosS.Skordas (Author), NicholasV.Sarlis (Author), Nicholas Sarlis (Author), Efthimios Skordas (Author), NicholasSarlis (Author)
This book reviews current research on detecting (long-range) correlations in complex time series. Covers modern techniques including Hurst analysis, the detrended fluctuation analysis and the wavelet transform, in light of the natural time domain.
Format: Hardcover
Pages: 486
Edition: 1st Edition.
Publisher: Springer
Published: 14 Aug 2011
ISBN 10: 364216448X
ISBN 13: 9783642164484