Results 271 to 280 of about 188,817 (310)

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
openaire   +2 more sources

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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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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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
openaire   +1 more source

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
openaire   +1 more source

Nonlinear Time Series Analysis

Technometrics, 2001
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Multivariate time series forecasting method based on nonlinear spiking neural P systems and non-subsampled shearlet transform

Neural Networks, 2022
Shi Peng
exaly  

Basis Function Matrix-Based Flexible Coefficient Autoregressive Models: A Framework for Time Series and Nonlinear System Modeling

IEEE Transactions on Cybernetics, 2021
Guang-Yong Chen, Min Gan, C L Philip Chen   +2 more
exaly  

Functional-Coefficient Regression Models for Nonlinear Time Series

Journal of the American Statistical Association, 2000
Zongwu Cai, Jianqing Fan, Qiwei Yao
exaly   +2 more sources