Nonlinear time series analysis with R

DOI10.1093/OSO/9780198782933.001.0001MaRDI QIDQ5366875zbMATH OpenOpenAlexFDO

Authors Marco Bittelli, Rodolfo Rosa, Ray G. Huffaker

Publication date 9 October 2017

Published in Oxford Scholarship Online (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/oso/9780198782933.001.0001

zbMATH Keywords

nonlinear systemsparsimonious nonlinear time series (NLTS)statisticstime series

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Theory of programming languages (68N15)

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Cited in

(5)

• Volatile opinions and optimal control of vaccine awareness campaigns: chaotic behaviour of the forward-backward sweep algorithm vs. heuristic direct optimization
• A SIR forced model with interplays with the external world and periodic internal contact interplays
• On mathematical analysis of a discrete electrical lattice with nonlinear dispersion
• Analysing nonlinear time series with central subspace
• Robust statistical processing of long-time data series to estimate soil water content

Describes a project that uses

Uses Software

• R
• TISEAN
• igraph
• glmnet
• MESS
• multispatialCCM
• bootstrap
• Rssa
• mpoly
• crqa
• pdc
• fractal
• tseriesChaos
• tseriesEntropy
• boot

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