Discrete-time Dynamic Models

• 1. Motivations and perspectives ; 2. Linear dynamic models ; 3. Four views of nonlinearity ; 4. NARMAX models ; 5. Volterra models ; 6. Linear multi-models ; 7. Relations between model classes ; 8. The art of model development

"The author provides an excellent view of his experiences from industry. An excellent book intended to educate the specialized reader in physical fields, particularly those who are working in the time domain. Pearson has done an excellent job of covering nonstandard topics in time series, which more than justifies the book's existence. The book contains many realistic examples, and a rich collection of scenarios with liberal references to the appliedliterature. It is extremely readable, and the author is to be commended for his lucid writing style. Overall, the authors presentation is insightful and consistent. It is well written and nicely organized. Thebooks appeal is that it illustrates a wide range of results for many kinds of models that appear in stochastic processes and time series literature. Finally, this book is an important addition in the areas of nonlinear time series, and it has much to offer that is hard to find elsewhere." -- Stergios B. Fotopoulos, Technometrics"The author provides an excellent view of his experiences from industry. An excellent book intended to educate the specialized reader in physical fields, particularly those who are working in the time domain. Pearson has done an excellent job of covering nonstandard topics in time series, which more than justifies the book's existence. The book contains many realistic examples, and a rich collection of scenarios with liberal references to the appliedliterature. It is extremely readable, and the author is to be commended for his lucid writing style. Overall, the authors presentation is insightful and consistent. It is well written and nicely organized. Thebooks appeal is that it illustrates a wide range of results for many kinds of models that appear in stochastic processes and time series literature. Finally, this book is an important addition in the areas of nonlinear time series, and it has much to offer that is hard to find elsewhere." -- Stergios B. Fotopoulos, Technometrics