A Bayesian nonparametric approach to dynamical noise reduction

DOI10.1063/1.5025545zbMath1395.62272arXiv1802.01718OpenAlexW3100689520WikidataQ89363211 ScholiaQ89363211MaRDI QIDQ4583554

Spyridon J. Hatjispyros, Konstantinos Kaloudis

Publication date: 31 August 2018

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.01718

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Bayesian inference (62F15) Time series analysis of dynamical systems (37M10)

Related Items (2)

Joint reconstruction and prediction\break of random dynamical systems under\break borrowing of strength ⋮ A Bayesian nonparametric approach to the approximation of the global stable manifold

Uses Software

• ForeCA

Cites Work

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