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Название: Time Series and Networks Analysis: A hands-on approach (Matlab & Octave)
Автор: Theodoros Karakasidis, Avraam Charakopoulos
Издательство: Springer
Год: 2025
Страниц: 185
Язык: английский
Формат: pdf (true)
Размер: 36.9 MB

This textbook provides students with a hands-on introduction to time series analysis. Readers will learn the potential of the methods but also benefit from a step-by-step guide to apply them on simple data, as well as applications in real science in domains such as physics, environmental science, physics of fluids, simulation analysis etc. The authors emphasize application of the techniques and modern methodologies for time series analysis, using examples to demonstrate techniques introduced, including detailed, step-by-step solutions. Octave and Matlab are used as the computational environment for the applications, since the readers can find programs easily for many applications. The commands are clearly explained and the files are provided in the text and online.

Beyond conventional time series methodologies, this book introduces the analysis of time series through the perspective of complex networks. By transforming time series data into network, researchers can extract topological features that reveal underlying patterns. But what is extremely interesting in this book is that we also provide detailed guidelines about the software with examples in MATLAB so that anyone can run the corresponding routines and apply them to the data provided or their personal data of research. Moreover, the readers can modify the routines appropriately in order to add more characteristics to the output. This fact is based on the basic idea of learning by trying. The aim of this book is to provide basic knowledge of time series, introduce some statistical tools useful for analyzing these series, and gain experience in applying various linear, nonlinear, and advanced methodologies.

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