Stochastic Analysis of Scaling Time Series eBook
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Stochastic Analysis of Scaling Time Series

From Turbulence Theory to Applications

Yongxiang Huang, François G. Schmitt


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Multi-scale systems, involving complex interacting processes that occur over a range of temporal and spatial scales, are present in a broad range of disciplines. Several methodologies exist to retrieve this multi-scale information from a given time series; however, each method has its own limitations. This book presents the mathematical theory behind the stochastic analysis of scaling time series, including a general historical introduction to the problem of intermittency in turbulence, as well as how to implement this analysis for a range of different applications. Covering a variety of statistical methods, such as Fourier analysis and wavelet transforms, it provides readers with a thorough understanding of the techniques and when to apply them. New techniques to analyse stochastic processes, including empirical mode decomposition, are also explored. Case studies, in turbulence and ocean sciences, are used to demonstrate how these statistical methods can be applied in practice, for students and researchers.

About the book
Author
Yongxiang  Huang , François G.  Schmitt
Imprint
Cambridge University Press
Collection
n.c
Publication date
2016-01-07
Pages
n.c
Print ISBN
9781107067615
Language
English
Ebook informations
EAN PDF
9781316464069
Price
£66.45
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Copy count 0
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File size 7510745 Ko
Ce livre est accessible aux handicaps   Informations accessibility
EAN EPUB
9781316461334
Price
£66.45
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Copy count 0
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File size 9421 Ko
Ce livre est accessible aux handicaps   Informations accessibility
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