Paperback. Zustand: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Zustand: acceptable. Used - Acceptable: All pages and the cover are intact, but shrink wrap, dust covers, or boxed set case may be missing. Pages may include limited notes, highlighting, or minor water damage but the text is readable. Item may be missing bundled media.
EUR 82,28
Anzahl: 1 verfügbar
In den WarenkorbPaperback. Zustand: Brand New. 360 pages. 9.50x6.50x0.50 inches. In Stock.
Anbieter: College Campus, North Fort Myers, FL, USA
Zustand: Good. Used Item. Does not include New Access Codes , Cd's or one time use items that come when New. This item is Used.
EUR 112,94
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 105,53
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
EUR 120,43
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: As New. Unread book in perfect condition.
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
EUR 105,52
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New.
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
EUR 121,20
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: As New. Unread book in perfect condition.
Sprache: Englisch
Verlag: Oxford University Press, GB, 2017
ISBN 10: 0198782934 ISBN 13: 9780198782933
Anbieter: Rarewaves.com USA, London, LONDO, Vereinigtes Königreich
EUR 154,62
Anzahl: Mehr als 20 verfügbar
In den WarenkorbHardback. Zustand: New. Nonlinear 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 Series Analysis (NLTS) is a collection of empirical tools designed to aid practitioners detect whether stochastic or deterministic dynamics most likely drive observed complexity. Practitioners become 'data detectives' accumulating hard empirical evidence supporting their modelling approach.This book is targeted to professionals and graduate students in engineering and the biophysical and social sciences. Its major objectives are to help non-mathematicians - with limited knowledge of nonlinear dynamics - to become operational in NLTS; and in this way to pave the way for NLTS to be adopted in the conventional empirical toolbox and core coursework of the targeted disciplines. Consistent with modern trends in university instruction, the book makes readers active learners with hands-on computer experiments in R code directing them through NLTS methods and helping them understand the underlying logic (please see www.marco.bittelli.com). The computer code is explained in detail so that readers can adjust it for use in their own work. The book also provides readers with an explicit framework - condensed from sound empirical practices recommended in the literature - that details a step-by-step procedure for applying NLTS in real-world data diagnostics.
EUR 159,12
Anzahl: 2 verfügbar
In den WarenkorbHardcover. Zustand: Brand New. 312 pages. 10.00x7.00x0.50 inches. In Stock.
Sprache: Englisch
Verlag: Oxford University Press, GB, 2017
ISBN 10: 0198782934 ISBN 13: 9780198782933
Anbieter: Rarewaves.com UK, London, Vereinigtes Königreich
EUR 147,28
Anzahl: Mehr als 20 verfügbar
In den WarenkorbHardback. Zustand: New. Nonlinear 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 Series Analysis (NLTS) is a collection of empirical tools designed to aid practitioners detect whether stochastic or deterministic dynamics most likely drive observed complexity. Practitioners become 'data detectives' accumulating hard empirical evidence supporting their modelling approach.This book is targeted to professionals and graduate students in engineering and the biophysical and social sciences. Its major objectives are to help non-mathematicians - with limited knowledge of nonlinear dynamics - to become operational in NLTS; and in this way to pave the way for NLTS to be adopted in the conventional empirical toolbox and core coursework of the targeted disciplines. Consistent with modern trends in university instruction, the book makes readers active learners with hands-on computer experiments in R code directing them through NLTS methods and helping them understand the underlying logic (please see www.marco.bittelli.com). The computer code is explained in detail so that readers can adjust it for use in their own work. The book also provides readers with an explicit framework - condensed from sound empirical practices recommended in the literature - that details a step-by-step procedure for applying NLTS in real-world data diagnostics.
Anbieter: moluna, Greven, Deutschland
EUR 62,27
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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.Nonlinear Time Series Analysis with R provide.