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

DOI10.1080/0020717031000112276zbMATH Open1047.93046OpenAlexW2170927311MaRDI QIDQ4450432FDOQ4450432

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

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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)

Cites Work

• Title not available (Why is that?)
• 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
• Extended model set, global data and threshold model identification of severely non-linear systems
• Orthogonal least squares methods and their application to non-linear system identification
• ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES
• Practical identification of NARMAX models using radial basis functions
• Modelling and analysis of non-linear time series
• Nonlinear model validation using correlation tests

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
• Title not available (Why is that?)
• A review of k-step-ahead predictors
• Long term prediction of non-linear time series using multiresolution wavelet models

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