Dynamical Analysis of Time Series by Statistical Tests

DOI10.1142/S0218127497001795MaRDI QIDQ4213822zbMATH OpenFDO

Authors Gustavo Deco, Christian Schittenkopf, Bernd Schürmann

Publication date 11 January 1999

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/S0218127497001795

zbMATH Keywords

dependencesFourier spacepredictabilitystationaritytime series

Mathematics Subject Classification ID

Applications of dynamical systems (37N99) Markov processes: hypothesis testing (62M02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A two-dimensional mapping with a strange attractor
• An equation for continuous chaos
• Deterministic Nonperiodic Flow
• Ergodic theory of chaos and strange attractors
• Finite sample effects in sequence analysis
• Fuzzy identification of systems and its applications to modeling and control
• Independent coordinates for strange attractors from mutual information.
• Information and entropy in strange attractors
• Information Flow in Chaotic Symbolic Dynamics for Finite and Infinitesimal Resolution
• Measuring statistical dependences in a time series
• On Estimation of a Probability Density Function and Mode
• Remarks on Some Nonparametric Estimates of a Density Function
• RETRIEVING DYNAMICAL INVARIANTS FROM CHAOTIC DATA USING NARMAX MODELS

Cited in

(9)

• Dynamics extraction in multivariate biomedical time series
• Statistical tests for deterministic effects in broad band time series
• Effects of dynamical time scale mismatch on time series analysis using event intervals
• scientific article; zbMATH DE number 1302587 (Why is no real title available?)
• scientific article; zbMATH DE number 970184 (Why is no real title available?)
• Statistical analysis of time series with scaling indices
• Testing nonlinear Markovian hypotheses in dynamical systems
• Time series and dependent variables
• Time-dependent statistical analysis of wide-area time-synchronized data

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