Modelling the dynamics of nonlinear time series using canonical variate analysis

DOI10.1016/S0167-2789(02)00534-1zbMath1019.37046OpenAlexW2083361332MaRDI QIDQ1607427

Berndt Pilgram, Kevin Judd, Alistair I. Mees

Publication date: 31 July 2002

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-2789(02)00534-1

zbMATH Keywords

logistic mapLorenz systemchaotic systemsnonlinear modellingnoisy systemsnonlinear predictionradial basis modelling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Related Items (7)

Series-NonUniform Rational B-Spline (S-NURBS) model: A geometrical interpolation framework for chaotic data ⋮ A PDE-based partial discharge simulator ⋮ Analysis and applied study of dynamic characteristics of chaotic repeller in complicated system ⋮ Prediction techniques of chaotic time series and its applications at low noise level ⋮ Analytic reconstruction of some dynamical systems ⋮ Approximating high-dimensional dynamics by barycentric coordinates with linear programming ⋮ Modeling nonlinear dynamics and chaos: a review

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonlinear prediction of chaotic time series
• Embedology
• On selecting models for nonlinear time series
• Embedding as a modeling problem
• Calculation of the amount of information about a random function contained in another such function
• A view of three decades of linear filtering theory
• Phase-space prediction of chaotic time series
• Universal approximation bounds for superpositions of a sigmoidal function
• RELATIONS BETWEEN TWO SETS OF VARIATES

This page was built for publication: Modelling the dynamics of nonlinear time series using canonical variate analysis