Part of a two size group based on a modern IMA program with the same name. The aim of the program and these books is to develop a community of scientists, statisticians and other scientists up-to-date on developments in this rapidly and multidisciplinary field developed.

Thus, these books provide modern materials to prominent researchers. The topics discussed in Part I include nonlinear and non-Gnostic models and processes (higher-order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, simulation) and interaction of time series analysis and statistics And non-significant and semiparametric methods).

(Long-time memory chains, fractals, noise 1 / f, stable noise) and time series research for engineers and economists (modeling multivariate time series and possibly non-stationary, state space adaptation techniques) are discussed in Part II.