Bibliografische Daten
ISBN/EAN: 9783642625312
Sprache: Englisch
Umfang: xx, 453 S., 26 s/w Illustr., 40 farbige Illustr.
Auflage: 1. Auflage 2002
Einband: kartoniertes Buch
Beschreibung
Are there universal laws governing the persistence of weather, and is it possible to predict climate transitions as generated by natural or man-made perturbations? How can one quantify the roller-coaster dynamics of stock markets and anticipate mega-crashes? Can we diagnose the health condition of patients from heartbeat time-series analysis which may even form the basis for infarct prevention? This book tackles these questions by applying advanced methods from statistical physics and related fields to all types of non-linear dynamics prone to disaster. The transdisciplinary analysis is organized in some dozen review articles written by world-class scientists.
Autorenportrait
InhaltsangabeI. General.- 1. Entropy, Complexity, Predictability, and Data Analysis of Time Series and Letter Sequences.- 1.1 Introduction.- 1.2 Conditional Entropies and Predictabihty.- 1.3 Concepts of Complexity.- 1.4 Applications to Biosequences and Other Information Carriers.- 1.5 Applications of Entropy Concepts to Data Analysis.- 1.6 Applications of Complexity Concepts.- 1.7 Conclusion.- References.- 2. Wavelet Based Multifractal Formalism: Applications to DNA Sequences, Satellite Images of the Cloud Structure, and Stock Market Data.- 2.1 Introduction.- 2.2 The Wavelet Transform Modulus Maxima Method for the Multifractal Analysis of ID signals.- 2.3 Wavelet Based Fractal Analysis of DNA Sequences.- 2.4 The 2D Wavelet Transform Modulus Maxima Method for the Multifractal Analysis of Rough Surfaces.- 2.5 Application of the 2D WTMM Method to High-Resolution Satellite Images of Cloud Structure.- 2.6 Beyond Multifractal Analysis with Wavelet-Based Space-Scale Correlation Functions: Revealing a Causal Information Cascade in Stock Market Data.- 2.7 Conclusion.- References.- II. Climate Systems.- 3. Space-Time Variability of the European Climate.- 3.1 Introduction.- 3.2 Time and Space Scales: Peaks, Gaps, and Scaling.- 3.3 Europe's Climate: Storm Tracks, Gross Wetterlagen, and Climate Zones.- 3.4 Climate Trends: Europe at the End of the Twentieth Century.- 3.5 Conclusion.- References.- 4. Is Climate Predictable?.- 4.1 Introduction.- 4.2 Weather and Climate.- 4.3 Climate Prediction of the First Kind: ENSO.- 4.4 Stochastic Climate Models.- 4.5 Climate Predictions of the Second Kind: Global Warming.- 4.6 Linear Response Relations.- 4.7 Detection and Attribution of Climate Change.- 4.8 Nonlinear Signatures in Linear Response.- 4.9 Conclusion.- References.- 5. Atmospheric Persistence Analysis: Novel Approaches and Applications.- 5.1 Introduction.- 5.2 Analysis of Meteorological Methods.- 5.3 The Modeling Approach.- 5.4 Record Analysis: Detrending Techniques.- 5.5 Analysis of Temperature Records.- 5.6 Analysis of Simulated Temperature Records.- 5.7 Conclusion.- References.- 6. Assessment and Management of Critical Events: The Breakdown of Marine Fisheries and The North Atlantic Thermohaline Circulation.- 6.1 Introduction.- 6.2 The Role of Market Mechanisms in Marine Resource Exploitation.- 6.3 Could Europe's Heating System be Threatened by Human Interference?.- 6.4 Conclusion.- References.- III. Biodynamics.- 7. Fractal and Multifractal Approaches in Physiology.- 7.1 Introduction.- 7.2 Limitations of Traditional Techniques.- 7.3 Monofractal Analysis.- 7.4 Multifractal Analysis.- 7.5 Conclusion.- References.- 8. Physiological Relevance of Scaling of Heart Phenomena.- 8.1 Introduction.- 8.2 Methods of Scaling Analysis.- 8.3 Heart Rate During Sleep.- 8.4 Timing Between Arrhythmic Events.- 8.5 Conclusion.- References.- 9. Local Scaling Properties for Diagnostic Purposes.- 9.1 Introduction.- 9.2 Reductionism.- 9.3 Scaling Index Method.- 9.4 Applications.- 9.5 Conclusion.- References.- 10. Unstable Periodic Orbits and Stochastic Synchronization in Sensory Biology.- 10.1 Introduction.- 10.2 Unstable Periodic Orbits in Physical and Biological Systems.- 10.3 Synchronization of Stable Periodic Orbits in the Paddlefish Electroreceptor with an External Periodic Stimulus.- 10.4 Conclusion.- References.- 11. Crowd Disasters and Simulation of Panic Situations.- 11.1 Introduction.- 11.2 Observations.- 11.3 Generalized Force Model of Pedestrian Motion.- 11.4 Simulation Results.- 11.5 Conclusions.- References.- IV. Nonlinear Economics.- 12. Investigations of Financial Markets Using Statistical Physics Methods.- 12.1 Introduction.- 12.2 Econophysics.- 12.3 An Historical Note.- 12.4 Key Concepts.- 12.5 Idealized Systems in Physics and Finance.- 12.6 Empirical Analysis.- 12.7 Collective Dynamics.- 12.8 Conclusion.- References.- 13. Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins.- 13.1 Introduction.- 13.2 Scahng in the Probability Distribution