Nonlinear time series modelling with the radial basis function-based state-dependent autoregressive model

DOI10.1080/002077299292038MaRDI QIDQ4546915zbMATH OpenOpenAlexFDO

Authors Zhaoyun Shi, Tohru Ozak, Yoshiyasu Tamura

Publication date 31 October 2002

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/002077299292038

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Approximation methods and heuristics in mathematical programming (90C59) Applications of mathematical programming (90C90)

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Cited in

(18)

• Radial basis function and related models: An overview
• Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models
• Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises
• Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series
• On-line prediction of nonlinear time series using RBF neural networks
• Time series on-line prediction based on a RBF-HMM model
• A STUDY OF THE APPLICATION OF STATE-DEPENDENT MODELS IN NON-LINEAR TIME SERIES ANALYSIS
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• Structured parameter optimization method for the radial basis function-based state-dependent autoregressive model
• Recursive methods for estimating the radial basis function‐based state‐dependent autoregressive model
• Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints
• Forecasting warranty performance in the presence of the ‘maturing data’ phenomenon
• Testing for nonlinearity in high-dimensional time series from continuous dynamics
• Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory
• Hierarchical recursive Levenberg-Marquardt algorithm for radial basis function autoregressive models
• Reduced state methods in nonlinear prediction
• A novel recursive multivariate nonlinear time-series modeling method by using the coupling identification concept
• Application of Bayesian trained RBF networks to nonlinear time-series modeling

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