On selecting models for nonlinear time series

DOI10.1016/0167-2789(95)00050-EzbMath0888.58034OpenAlexW2074493412MaRDI QIDQ1842201

Publication date: 18 April 1995

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-2789(95)00050-e

zbMATH Keywords

time series nonlinear models chaotic systems

Mathematics Subject Classification ID

Applications of dynamical systems (37N99) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items

Nonlinear modelling and forecasting of S\& P 500 volatility, Optimal embedding parameters: a modelling paradigm, APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS, Recovering map static nonlinearities from chaotic data using dynamical models, Nonlinear dynamical system identification with dynamic noise and observational noise, Modeling chaotic motions of a string from experimental data, Inferring mechanism from time-series data: Delay-differential equations, Uncovering bifurcation patterns in cortical synapses, Reduced-Dimension, Biophysical Neuron Models Constructed From Observed Data, Optimal control of nonlinear systems to given orbits, Optimization of global model composed of radial basis functions using the term-ranking approach, Chaos control in delayed phase space constructed by the Takens embedding theory, The use of synthetic input sequences in time series modeling, Initial distribution spread: a density forecasting approach, On the existence of proper stochastic Markov models for statistical reconstruction and prediction of chaotic time series, Degeneracy of time series models: The best model is not always the correct model, Development of a mathematical model that predicts the outcome of hormone therapy for prostate cancer, Towards long-term prediction, Dynamics from multivariate time series, Delay Differential Analysis of Seizures in Multichannel Electrocorticography Data, Embedding as a modeling problem, Correlation dimension: A pivotal statistic for non-constrained realizations of composite hypotheses in surrogate data analysis, Comparisons of new nonlinear modeling techniques with applications to infant respiration., Sparse Recovery and Dictionary Learning to Identify the Nonlinear Dynamical Systems: One Step Toward Finding Bifurcation Points in Real Systems, Deep Learning for Nonlinear Time Series: Examples for Inferring Slow Driving Forces, Autoregressive Model with Partial Forgetting within Rao-Blackwellized Particle Filter, Parameter uncertainties in models of equivariant dynamical systems, Estimation of parameters in one-dimensional maps from noisy chaotic time series, A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES, Illumination direction estimation for augmented reality using a surface input real valued output regression network, A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION, REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES, OBSERVATION OF A PERIOD DOUBLING BIFURCATION DURING ONSET OF HUMAN VENTRICULAR FIBRILLATION, Selecting nonlinear stochastic process rate models using information criteria, Controlling based method for modelling chaotic dynamical systems from time series, Recent developments in parameter estimation and structure identification of biochemical and genomic systems, A simple experimental equation for the bursting cycle, Determinism in Financial Time Series, Models of knowing and the investigation of dynamical systems, Approximating high-dimensional dynamics by barycentric coordinates with linear programming, MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD, PARAMETER ESTIMATION USING KALMAN FILTERS WITH CONSTRAINTS, Parameter estimation in a spiking-bursting H-R neural model with random fluctuation, Estimation of biophysical parameters in a neuron model under random fluctuations, Equivariance identification using delay differential equations, Modeling nonlinear dynamics and chaos: a review, MODEL IMPERFECTION AND PREDICTING PREDICTABILITY, Applying the method of surrogate data to cyclic time series, Modelling the dynamics of nonlinear time series using canonical variate analysis, A unifying definition of synchronization for dynamical systems, A novel method for forecasting time series based on directed visibility graph and improved random walk

Cites Work