Autoregressive density modeling with the Gaussian process mixture transition distribution (Q5063319)
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scientific article; zbMATH DE number 7492791
Language | Label | Description | Also known as |
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English | Autoregressive density modeling with the Gaussian process mixture transition distribution |
scientific article; zbMATH DE number 7492791 |
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Autoregressive density modeling with the Gaussian process mixture transition distribution (English)
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17 March 2022
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dynamical system
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lag selection
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nonlinear autoregression
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time series
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time-delay embedding
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