On a nonlinear prediction analysis for multi-dimensional stochastic processes with its applications to data analysis (Q1592623)
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| English | On a nonlinear prediction analysis for multi-dimensional stochastic processes with its applications to data analysis |
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On a nonlinear prediction analysis for multi-dimensional stochastic processes with its applications to data analysis (English)
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13 December 2001
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The authors are concerned here with the provision of (a) a weakening of existing conditions for the solution of the nonlinear prediction problem for stochastic processes (specifically the boundedness and the non-degenerate properties), and (b) computable algorithms for the calculation of the nonlinear predictor. Earlier results are extended to the case of multi-dimensional stochastic processes, this being effected by the development of a causal analysis for multi-dimensional data. The results are applied to data arising in various meteorological phenomena.
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nonlinear prediction analysis
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nonlinear causal analysis
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fluctuation-dissipation theorem
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meteorological phenomena
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