Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)

DOI10.2307/2290499MaRDI QIDQ4031113zbMATH OpenOpenAlexFDO

Authors Peter A. W. Lewis, John G. Stevens

Publication date 1 April 1993

Full work available at URL https://doi.org/10.2307/2290499

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(28)

• Cointegration tests on MARS
• Order Determination in Nonlinear Time Series by Penalized Least-Squares
• A generalization of some classical time series tools
• Conditions of anisotropic norm boundedness for descriptor systems
• A Review of Nonparametric Time Series Analysis
• Dynamic simulation metamodeling using Mars: a case of radar simulation
• Mining the customer credit using classification and regression tree and multivariate adaptive regression splines
• Boosting techniques for nonlinear time series models
• Boosting nonlinear additive autoregressive time series
• Nonparametric transfer function models
• scientific article; zbMATH DE number 7687790 (Why is no real title available?)
• Average regression surface for dependent data
• U. S. and Canadian industrial production indices as coupled oscillators
• A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS
• A forecasting model for time series based on improvements from fuzzy clustering problem
• Calculation of the anisotropic norm of the descriptor system
• Artificial neural networks applied to cancer detection in a breast screening programme
• Tree-structured smooth transition regression models
• Extended lasso-type MARS (LMARS) model in the description of biological network
• MARS as an alternative approach of Gaussian graphical model for biochemical networks
• Short‐term forecasting with a computationally efficient nonparametric transfer function model
• An exponential autoregressive model for the forecasting of annual sunspots number
• Detecting and modeling nonlinearity in the gas furnace data
• Combining non-parametric models with logistic regression: an application to motor vehicle injury data.
• Projected polynomial autoregression for prediction of stationary time series
• THRESHOLD VARIABLE SELECTION IN OPEN‐LOOP THRESHOLD AUTOREGRESSIVE MODELS
• Automatic specification of piecewise linear additive models: application to forecasting natural gas demand
• Regularized local linear prediction of chaotic time series

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