A new direct approach of computing multi-step ahead predictions for non-linear models

DOI10.1080/0020717031000112276MaRDI QIDQ4450432zbMATH OpenOpenAlexFDO

Authors

Publication date 15 February 2004

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0020717031000112276

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 44386 (Why is no real title available?)
• Extended model set, global data and threshold model identification of severely non-linear systems
• Input-output parametric models for non-linear systems Part I: deterministic non-linear systems
• Input-output parametric models for non-linear systems Part II: stochastic non-linear systems
• Modelling and analysis of non-linear time series
• Nonlinear model validation using correlation tests
• ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES
• Orthogonal least squares methods and their application to non-linear system identification
• Practical identification of NARMAX models using radial basis functions

Cited in

(9)

• When are direct multi-step and iterative forecasts identical?
• A novel APSO-aided weighted LSSVM method for nonlinear Hammerstein system identification
• Multistep-ahead independent prediction of nonlinear time series based on an independent model
• Bootstrap prediction inference of nonlinear autoregressive models
• Nonparametric Multistep-Ahead Prediction in Time Series Analysis
• A New Direct Multi-step Ahead Prediction Model Based on EMD and Chaos Analysis
• scientific article; zbMATH DE number 3849108 (Why is no real title available?)
• A review of k-step-ahead predictors
• Long term prediction of non-linear time series using multiresolution wavelet models

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