Linear and nonlinear analysis of time series: correlation dimension, Lyapunov exponents, and prediction

MaRDI QIDQ2877296zbMATH OpenFDO

Authors V. O. Yatsenko, O. I. Kochkodan, M. V. Makarychev, I. S. Pashenkovs'ka, S. O. Cheremnykh

Publication date 21 August 2014

Published in Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

predictionmodellingchaosLyapunov exponentcorrelation dimension

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical design (62L05) Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32) Geo-electricity and geomagnetism (86A25)

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