Predicting economic time series using a nonlinear deterministic technique

DOI10.1007/BF00123640zbMath0851.90024MaRDI QIDQ1919706

Liangyue Cao, Hanzhang Zhao, Yiguang Hong, Shuhui Deng

Publication date: 24 July 1996

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

economic time serieswavelet networksdeterministic predictive technique

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

Related Items (2)

Applications of Methods and Algorithms of Nonlinear Dynamics in Economics and Finance ⋮ Wavelet-based prediction of oil prices

Cites Work

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• Nonlinear prediction of chaotic time series
• Fundamental limitations for estimating dimensions and Lyapunov exponents in dynamical systems
• Embedology
• Recursive prediction of chaotic time series
• Nonlinear dynamical economics and chaotic motion
• Predicting chaotic time series with wavelet networks
• Ergodic theory of chaos and strange attractors

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