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

zbMATH Open1313.62163MaRDI QIDQ2877296FDOQ2877296

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)

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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)

Cited In (2)

• Title not available (Why is that?)
• Determining the degree of chaos from analysis of ISI time series in the nervous system: A comparison between correlation dimension and nonlinear forecasting methods

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