Pages that link to "Item:Q1962447"
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The following pages link to Dynamics from multivariate time series (Q1962447):
Displaying 26 items.
- The multivariate largest Lyapunov exponent as an age-related metric of quiet standing balance (Q308777) (← links)
- Wasserstein distances in the analysis of time series and dynamical systems (Q617532) (← links)
- Multivariate nonlinear analysis and prediction of Shanghai stock market (Q937011) (← links)
- Prediction of multivariate chaotic time series with local polynomial fitting (Q980265) (← links)
- Modeling nonlinear dynamics and chaos: a review (Q1036298) (← links)
- Nonlinear deterministic forecasting of daily Peseta--Dollar exchange rate (Q1285519) (← links)
- Chaos theory in geophysics: past, present and future (Q1433876) (← links)
- FANCFIS: fast adaptive neuro-complex fuzzy inference system (Q1726368) (← links)
- Modeling share dynamics by extracting competition structure (Q1765312) (← links)
- Detrended fluctuation analysis of multivariate time series (Q2004782) (← links)
- Multivariate multiscale entropy of financial markets (Q2007428) (← links)
- An investigation of oil-water two-phase flow instability using multivariate multi-scale weighted permutation entropy (Q2156634) (← links)
- Multivariate large deviations spectrum for the multiscale analysis of stock markets (Q2161800) (← links)
- About the relationships among variables observed in the real world (Q2205834) (← links)
- Assessment of local dynamic stability in gait based on univariate and multivariate time series (Q2332561) (← links)
- Fitting model equations to time series using chaos synchronization (Q2463046) (← links)
- A unified approach to attractor reconstruction (Q3624695) (← links)
- Applications of Methods and Algorithms of Nonlinear Dynamics in Economics and Finance (Q4562457) (← links)
- Sparse Recovery and Dictionary Learning to Identify the Nonlinear Dynamical Systems: One Step Toward Finding Bifurcation Points in Real Systems (Q4631662) (← links)
- Causal inference for empirical dynamical systems based on persistent homology (Q5047135) (← links)
- A Summary: Quantifying the Complexity of Financial Markets Using Composite and Multivariate Multiscale Entropy (Q5855892) (← links)
- Causality detection with matrix-based transfer entropy (Q6205008) (← links)
- Improved multivariate multiscale sample entropy and its application in multi-channel data (Q6548700) (← links)
- Transfer entropy on collective motion with undeclared loose leader-follower (LLF) structure (Q6608277) (← links)
- Application of cross-channel multiscale permutation entropy in measuring multichannel data complexity (Q6663666) (← links)
- Exploring nonlinear dynamics in brain functionality through phase portraits and fuzzy recurrence plots (Q6663698) (← links)
