Results 241 to 250 of about 945,466 (294)

NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES

Journal of Time Series Analysis, 1991
Abstract. In this paper we consider the effects of nonlinear transformations on integrated processes and unit root tests performed on such series. A test that is invariant to monotone data transformations is proposed. It is shown that series are generally not cointegrated with nonlinear transformations of themselves, but the same transformation ...
Granger, C. W. J., Hallman, Jeff
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nonlinear time series analysis [PDF]

, 2008
Since the early 1980s, there has been a growing interest in stochastic nonlinear dynamical systems of the form, where is a zero mean, covariance stationary process, is the conditional volatility, and is an independent and identically distributed noise process.
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Modelling Nonlinear Economic Time Series

2010
AbstractThis book contains a up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed.
Terasvirta, Timo, Tjøstheim, Dag, Granger, Clive W.J.   +2 more
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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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Nonlinear Time Series Analysis

2003
The paradigm of deterministic chaos has influenced thinking in many fields of science. Chaotic systems show rich and surprising mathematical structures. In the applied sciences, deterministic chaos provides a striking explanation for irregular behaviour and anomalies in systems which do not seem to be inherently stochastic. The most direct link between
Kantz, H., Schreiber, T.
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NONLINEAR TIME SERIES ANALYSIS IN EPILEPSY

International Journal of Bifurcation and Chaos, 2007
The framework of the theory of nonlinear dynamics provides powerful concepts and algorithms to study complicated dynamics such as brain electrical activity (electroencephalogram, EEG). Although different influencing factors render the use of nonlinear measures in a strict sense problematic, converging evidence from various investigations now indicates
Osterhage, Hannes, Lehnertz, Klaus
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Nonlinear time series analysis of electrocardiograms

Chaos: An Interdisciplinary Journal of Nonlinear Science, 1995
In recent years there has been an increasing number of papers in the literature, applying the methods and techniques of Nonlinear Dynamics to the time series of electrical activity in normal electrocardiograms (ECGs) of various human subjects. Most of these studies are based primarily on correlation dimension estimates, and conclude that the dynamics ...
A., Bezerianos, T., Bountis, G., Papaioannou, P., Polydoropoulos   +3 more
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Modeling nonlinear time series

[Proceedings] ICASSP-92: 1992 IEEE International Conference on Acoustics, Speech, and Signal Processing, 1992
It is argued that the ubiquity of strange attractors in nature suggests that using nonlinear modeling techniques might improve performance in some signal processing applications. A synthetic data set generated by numerically integrating a simple nonlinear differential equation is described, and the case with which crude nonlinear methods outperform ...
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