Identification of non-linear time series via kernels

DOI10.1080/00207720210147070MaRDI QIDQ4787950zbMATH OpenOpenAlexFDO

Authors

Publication date 16 June 2003

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207720210147070

zbMATH Keywords

nonlinear time seriesreproducing kernel Hilbert spacesBayesian estimationlinearizationfunction approximationpredictionsGaussian priorsinput-dependent autoregressive model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) System identification (93B30) Nonlinear systems in control theory (93C10)

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Cited in

(14)

• The use of kernel set and sample memberships in the identification of nonlinear time series
• Nonparametric Identification of Nonlinear Time Series: Projections
• Identification of Time-Varying Systems in Reproducing Kernel Hilbert Spaces
• Time series prediction with periodic kernels
• Bayesian reconstructions and predictions of nonlinear dynamical systems via the hybrid Monte Carlo scheme
• Kernel-based prediction of non-Markovian time series
• Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques
• Identification of nonlinear time series from first order cumulative characteristics
• A Koopman-Takens theorem: linear least squares prediction of nonlinear time series
• Interpretable time series kernel analytics by pre-image estimation
• ANALYZING THE NONLINEAR TIME SERIES OF TURBULENT FLOWS WITH KERNEL INTERVAL REGRESSION MACHINE
• A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems
• Maximum Likelihood Estimation of a Stochastic Integrate-and-Fire Neural Encoding Model
• Force state maps using reproducing kernel particle method and kriging based functional representations

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