On selecting models for nonlinear time series
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3810550 (Why is no real title available?)
- scientific article; zbMATH DE number 45100 (Why is no real title available?)
- scientific article; zbMATH DE number 49103 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 3639144 (Why is no real title available?)
- scientific article; zbMATH DE number 3435453 (Why is no real title available?)
- scientific article; zbMATH DE number 3347916 (Why is no real title available?)
- A fundamental problem in linear inequalities with applications to the travelling salesman problem
- DYNAMICAL SYSTEMS AND TESSELATIONS: DETECTING DETERMINISM IN DATA
- Embedology
- Estimating the dimension of a model
- Local Lyapunov exponents computed from observed data
- Local and global behavior near homoclinic orbits
- PARSIMONIOUS DYNAMICAL RECONSTRUCTION
- THE TAKENS EMBEDDING THEOREM
- Universal approximation bounds for superpositions of a sigmoidal function
Cited in
(67)- Optimization of global model composed of radial basis functions using the term-ranking approach
- On detecting dynamical regime change using a transformation cost metric between persistent homology diagrams
- Sparse identification of nonlinear dynamical systems via non-convex penalty least squares
- scientific article; zbMATH DE number 2033202 (Why is no real title available?)
- Model selection of chaotic systems from data with hidden variables using sparse data assimilation
- Autoregressive model with partial forgetting within Rao-Blackwellized particle filter
- Delay differential analysis of seizures in multichannel electrocorticography data
- Optimal embedding parameters: a modelling paradigm
- REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES
- Towards long-term prediction
- OPTIMAL NONLINEAR MODELS FROM EMPIRICAL TIME SERIES: AN APPLICATION TO CLIMATE
- Models of knowing and the investigation of dynamical systems
- On the existence of proper stochastic Markov models for statistical reconstruction and prediction of chaotic time series
- Modeling chaotic motions of a string from experimental data
- Model imperfection and predicting predictability
- Determinism in Financial Time Series
- Degeneracy of time series models: The best model is not always the correct model
- Approximating high-dimensional dynamics by barycentric coordinates with linear programming
- Development of a mathematical model that predicts the outcome of hormone therapy for prostate cancer
- APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS
- Modeling nonlinear dynamics and chaos: a review
- Structure-selection techniques applied to continuous-time nonlinear models
- Parametric, nonparametric and parametric modelling of a chaotic circuit time series
- Useful lies: Dynamics from data
- Parameter uncertainties in models of equivariant dynamical systems
- Determining a portfolio of linear time series models
- Chaos control in delayed phase space constructed by the Takens embedding theory
- Initial distribution spread: a density forecasting approach
- Equivariance identification using delay differential equations
- A novel method for forecasting time series based on directed visibility graph and improved random walk
- Nonlinear dynamical system identification with dynamic noise and observational noise
- Sparse recovery and dictionary learning to identify the nonlinear dynamical systems: one step toward finding bifurcation points in real systems
- Parameter estimation in a spiking-bursting H-R neural model with random fluctuation
- Consistent nonlinear dynamics: identifying model inadequacy
- Selecting nonlinear time series models using information criteria
- Estimation of parameters in one-dimensional maps from noisy chaotic time series
- Reduced-dimension, biophysical neuron models constructed from observed data
- Uncovering bifurcation patterns in cortical synapses
- A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION
- Controlling based method for modelling chaotic dynamical systems from time series
- MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD
- Selecting nonlinear stochastic process rate models using information criteria
- Recent developments in parameter estimation and structure identification of biochemical and genomic systems
- Dynamics from multivariate time series
- OBSERVATION OF A PERIOD DOUBLING BIFURCATION DURING ONSET OF HUMAN VENTRICULAR FIBRILLATION
- The use of synthetic input sequences in time series modeling
- Recovering map static nonlinearities from chaotic data using dynamical models
- Correlation dimension: A pivotal statistic for non-constrained realizations of composite hypotheses in surrogate data analysis
- A simple experimental equation for the bursting cycle
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series
- The construction of smooth models using irregular embeddings determined by a gamma test analysis
- Estimation of biophysical parameters in a neuron model under random fluctuations
- MODEL SELECTION, CONFIDENCE AND SCALING IN PREDICTING CHAOTIC TIME-SERIES
- Deep learning for nonlinear time series: examples for inferring slow driving forces
- Inferring mechanism from time-series data: Delay-differential equations
- PARAMETER ESTIMATION USING KALMAN FILTERS WITH CONSTRAINTS
- Modelling the dynamics of nonlinear time series using canonical variate analysis
- Applying the method of surrogate data to cyclic time series
- Comparisons of new nonlinear modeling techniques with applications to infant respiration.
- Illumination direction estimation for augmented reality using a surface input real valued output regression network
- Embedding as a modeling problem
- Nonlinear modelling and forecasting of S\& P 500 volatility
- Model selection for time series with nonlinear trend
- A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES
- Nonlinear Time Series Models and Model Selection
- Optimal control of nonlinear systems to given orbits
- A unifying definition of synchronization for dynamical systems
This page was built for publication: On selecting models for nonlinear time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1842201)