Results 251 to 260 of about 188,817 (310)

Testing Time Series for Nonlinearity

Statistics and Computing, 2001
The technique of surrogate data analysis may be employed to test the hypothesis that an observed data set was generated by one of several specific classes of dynamical system. Current algorithms for surrogate data analysis enable one, in a generic way, to test for membership of the following three classes of dynamical system: (0) independent and ...
Michael Small   +2 more
openaire   +1 more source

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
openaire   +2 more sources

A SMOOTHING ALGORITHM FOR NONLINEAR TIME SERIES

International Journal of Bifurcation and Chaos, 2004
A new NARMA based smoothing algorithm is introduced for chaotic and nonchaotic time series. The new algorithm employs a cross-validation method to determine the smoother structure, requires very little user interaction, and can be combined with wavelet thresholding to further enhance the noise reduction.
Stephen A. Billings, Kian L. Lee
openaire   +2 more sources

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