Results 221 to 230 of about 162,558 (262)

The Quest for Nonlinearity in Time Series

2012
Abstract In this chapter, we review the problem of testing for nonlinearity in time series. First, we discuss the definition and the properties of linear processes and the implications that such properties have on the operational strand. Then, we present and review a tentative classification of the various tests that can be found both in the time ...
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Set membership prediction of nonlinear time series

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), 2002
A nonlinear prediction method based on a set membership approach is proposed. Such method does not need any assumption about the functional form of the model used for prediction, but uses only some information on its regularity. On the contrary, most of the existing prediction methods need the choice of a model structure and this choice is usually the ...
MILANESE, Mario, NOVARA, Carlo
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REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES

International Journal of Bifurcation and Chaos, 2003
Many models of the dynamics of nonlinear time series have large numbers of parameters and tend to overfit. This paper discusses algorithms for selecting the best basis functions from a dictionary for a model of a time series. Selecting the optimal subset of basis functions is typically an NP-hard problem which usually has to be solved by heuristic ...
Tomomichi Nakamura, Kevin Judd, Alistair I. Mees   +2 more
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DETECTING NONLINEARITIES IN STATIONARY TIME SERIES

International Journal of Bifurcation and Chaos, 1993
In this review we survey methods for detecting nonlinearities in stationary time series. These methods are based on the estimation of so-called correlation integrals. These correlation integrals provide a way of analyzing time series and reveal aspects which are often complementary to the information one obtains from power spectra and autocorrelations.
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Entropy testing for nonlinearity in time series [PDF]

, 2007
In this paper we propose a novel test for the identification of nonlinear dependence in time series. The approach is based on a combination of a test statistic based on an entropy dependence metric, possessing many desirable properties [1], together with a suitable extension of surrogate data methods, a class of Monte Carlo based tests introduced with ...
GIANNERINI, SIMONE, E. Maasoumi, DAGUM, ESTELLE BEE   +2 more
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Nonlinear Analysis of Physiological Time Series

2009
Biological systems and processes are inherently complex, nonlinear and nonstationary, and that is why nonlinear time series analysis has emerged as a novel methodology over the past few decades. The aim of this chapter is to provide a review of main approaches of nonlinear analysis (fractal analysis, chaos theory, complexity measures) in physiological ...
Paraschiv-Ionescu, A., Aminian, K.
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Nonlinearity tests for time series

Biometrika, 1986
This paper considers two nonlinearity tests for stationary time series. The idea of Tukey's one degree of freedom for nonadditivity test is generalized to the time series setting. The case of concurrent nonlinearity is discussed in detail. Simulation results show that the proposed tests are more powerful than that of \textit{D. M. Keenan}, ibid. 72, 39-
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FOR NONLINEARITY IN THE HEARTBEAT TIME SERIES

Cybernetics and Systems, 1997
Angelo Di Garbo, Michele Barbi, Santi Chillemi, Rita Balocchi, Claudio Michelassi, Clara Carpeggiani   +5 more
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Nonlinear Causal Discovery in Time Series

Proceedings of the 31st ACM International Conference on Information & Knowledge Management, 2022
Tianhao Wu, Xingyu Wu, Xin Wang 0179, Shikang Liu, Huanhuan Chen 0001   +4 more
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Nonlinear Time Series Analysis

Technometrics, 2001
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