Results 11 to 20 of about 188,817 (310)
Boosting nonlinear additive autoregressive time series [PDF]
Computational Statistics & Data Analysis, 2009 Within the last years several methods for the analysis of nonlinear autoregressive time series have been proposed. As in linear autoregressive models main problems are model identification, estimation and prediction. A boosting method is proposed that performs model identification and estimation simultaneously within the framework of nonlinear ...
Nivien Shafik, Gerhard Tutz 0001
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Recurrence Plots in Nonlinear Time Series Analysis: Free Software
Journal of Statistical Software, 2002 Recurrence plots are graphical devices specially suited to detect hidden dynamical patterns and nonlinearities in data. However, there are few programs available to apply such a mehodology.
Jorge Belaire-Franch, Dulce Contreras
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Nonlinear time series models for the North Atlantic Oscillation [PDF]
Advances in Statistical Climatology, Meteorology and Oceanography, 2020 The North Atlantic Oscillation (NAO) is the dominant mode of climate variability over the North Atlantic basin and has a significant impact on seasonal climate and surface weather conditions.
T. Önskog +3 more
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Chaotic time series. Part II. System Identification and Prediction [PDF]
Modeling, Identification and Control, 1994 This paper is the second in a series of two, and describes the current state of the art in modeling and prediction of chaotic time series. Sample data from deterministic non-linear systems may look stochastic when analysed with linear methods.
Bjørn Lillekjendlie +2 more
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Eddies: Fluid Dynamical Niches or Transporters?–A Case Study in the Western Baltic Sea
Frontiers in Marine Science, 2019 Fluid flows in the ocean have a strong impact on the growth and distribution of planktonic communities. In this case study, we applied a Lagrangian eddy detection and tracking tool and a transfer operator approach to data from a coupled hydrodynamical ...
Rahel Vortmeyer-Kley +5 more
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Boosting Techniques for Nonlinear Time Series Models [PDF]
, 2010 Many of the popular nonlinear time series models require a priori the choice of parametric functions which are assumed to be appropriate in specific applications.
Gerhard Tutz +5 more
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Preface "Extreme Events: Nonlinear Dynamics and Time Series Analysis" [PDF]
Nonlinear Processes in Geophysics, 2011 No abstract available.
H. W. Rust, P. Yiou, B. D. Malamud
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Control Charts for Multivariate Nonlinear Time Series
Revstat Statistical Journal, 2015 In this paper control charts for the simultaneous monitoring of the means and the variances of multivariate nonlinear time series are introduced. The underlying target process is assumed to be a constant conditional correlation process (cf. [3]).
Robert Garthoff +2 more
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Nonlinear Regressions with Integrated Time Series [PDF]
Econometrica, 2001 Summary: All asymptotic theory is developed for nonlinear regression with integrated processes. The models allow for nonlinear effects from unit root time series and therefore deal with the case of parametric nonlinear cointegration. The theory covers integrable and asymptotically homogeneous functions.
Joon Y. Park, Peter C.B. Phillips
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Model-free prognostication of non-linear time series
PLoS ONEObjectiveThe COVID-19 pandemic has highlighted the importance of studying the course of infectious progression. Similar needs exist for time series of other origins.
Xiaoyong Wu +2 more
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