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Looking for a Time Series Analysis Text

  1. Apr 24, 2014 #1
    (Apologies, I could not think of a better title - also not sure if this is the correct subforum - also, I know that this is not a German regional forum, but the book was in English, so I thought may be the international community can help?).

    Two days ago, I was in the Library at Köln (Those who know it, knowes that the books are not ordered by subject - but by date of buying, and one has to do catalogue research). and I was cassually browsing the racks for things that might interest me. Now I did find a book.

    All what I remember is, it was a book of Non-linear analysis of time series. The author, at the beginning of some chapter (either 3,4 or 5 - or may be I am wrong), argues that in contrast to the previous chapters where he presented interpolation (e.g. B-Splines) and nearest neighbor technics, in the present chapter he will present technics that also make assumptions on the underlying dynamic process that generate the time series.

    The actual sentences were like "it thus seems to be a good idea [...] to account for the underlying processes that generate the time serise".

    However, afterwards, I found this interesting. So I wanted to read more, but I had to come back to Bonn - thus I wanted to check the book out, by had some fines and all - thus I just kept the book there and thought I will be back later.

    Problem is, as I was rushing back to catch the train to Bonn, I forgot to right down the name and author of the book. Going through the search result returned by the catalouge does not seem to lead me to the book I was looking for - the book feels like as if vanished.

    Can anyone help be by telling me the name of a book where the author argues as above?

    Thanks a Lot.
     
  2. jcsd
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