Modeling and Predicting Non-Stationary Time Series

DOI10.1142/S0218127497001394MaRDI QIDQ3841146zbMATH OpenOpenAlexFDO

Authors Liangyue Cao, Kevin Judd, Alistair Mees

Publication date 16 August 1998

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/s0218127497001394

zbMATH Keywords

non-stationary time seriestime-dependent regressive models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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• Predicting non-stationary processes
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• scientific article; zbMATH DE number 1069604 (Why is no real title available?)
• Identification and reconstruction of chaotic systems using multiresolution wavelet decompositions
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• Global models from the Canadian lynx cycles as a direct evidence for chaos in real ecosystems

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