Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
Publication:957007
DOI10.1016/j.csda.2003.11.003zbMath1429.62383OpenAlexW2134943878MaRDI QIDQ957007
Domenico Cucina, Roberto Baragona, Francesco Battaglia
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2003.11.003
splinestime seriesgenetic algorithmssunspot numbersCanadian lynx datablowfly population dataself-exciting threshold autoregressive modelsstate dependent models
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Approximation methods and heuristics in mathematical programming (90C59)
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Cites Work
- Threshold models in non-linear time series analysis
- Genetic algorithms and their statistical applications: an introduction
- Genetic algorithms. Concepts and designs
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- Non-linear threshold autoregressive models for non-linear random vibrations
- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Functional-Coefficient Autoregressive Models
- Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models
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