A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES

DOI10.1142/S0218127404009752MaRDI QIDQ4655619zbMATH OpenOpenAlexFDO

Authors Tomomichi Nakamura, Devin Kilminster, Kevin Judd, Alistair Mees

Publication date 8 March 2005

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218127404009752

zbMATH Keywords

information criteriaModel selectionnonlinear time series modeling

Mathematics Subject Classification ID

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

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Cites work

• A new look at the statistical model identification
• A two-dimensional mapping with a strange attractor
• Applied simulated annealing
• Comparisons of new nonlinear modeling techniques with applications to infant respiration.
• Convergence of an annealing algorithm
• Deterministic Nonperiodic Flow
• Embedding as a modeling problem
• Estimating the dimension of a model
• Nonlinear prediction of chaotic time series
• On selecting models for nonlinear time series
• REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES

Cited in

(8)

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• A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION
• scientific article; zbMATH DE number 2033202 (Why is no real title available?)
• REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES
• Model selection for time series with nonlinear trend
• MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD
• Nonlinear dynamical system identification with dynamic noise and observational noise

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