Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In spite of the fact that the - plication of nonparametric techniques in time series can be traced back to the 1940s at least, there still exists healthy and justi?ed skepticism about the capability of nonparametric methods in time series analysis. As - thusiastic explorers of the modern nonparametric toolkit, we feel obliged to assemble together in one place the newly developed relevant techniques....

Data-analytic approaches to regression problems, arising from many scientific disciplines are described in this text. The aim of these nonparametric methods is to relax assumptions on the form of a regression function, and to let data search for a suitable function that describes the data well. The use of these nonparametric functions with parametric techniques can yield very powerful data anlysis tools.