Nonlinear Time Series Analysis with�R, Paperback by Ray Huffake

Nonlinear Time Series Analysis with RAuthor(s): Ray Huffaker, Marco Bittelli, Rodolfo Rosa\nFormat: Paperback\nPublisher: Oxford University Press, United Kingdom\nImprint: Oxford University Press\nISBN-13: 9780198808251, 978-0198808251\nSynopsis\nNonlinear Time Series Analysis with R provides a practical guide to emerging empirical techniques allowing practitioners to diagnose whether highly fluctuating and random appearing data are most likely driven by random or deterministic dynamic forces. It joins the chorus of voices recommending 'getting to know your data' as an essential preliminary evidentiary step in modelling. Time series are often highly fluctuating with a random appearance. Observed volatility is commonly attributed to exogenous random shocks to stable real-world systems. However, breakthroughs in nonlinear dynamics raise another possibility: highly complex dynamics can emerge endogenously from astoundingly parsimonious deterministic nonlinear models. Nonlinear Time Seri.