REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES

DOI10.1142/S0218127403007205MaRDI QIDQ4669155zbMATH OpenOpenAlexFDO

Authors Tomomichi Nakamura, Kevin Judd, Alistair Mees

Publication date 15 April 2005

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218127403007205

zbMATH Keywords

nonlinear modelingModel selectiondescription length

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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Cites work

• A new look at the statistical model identification
• A two-dimensional mapping with a strange attractor
• Comparisons of new nonlinear modeling techniques with applications to infant respiration.
• Deterministic Nonperiodic Flow
• Embedding as a modeling problem
• Estimating the dimension of a model
• Nonlinear prediction of chaotic time series
• On selecting models for nonlinear time series

Cited in

(11)

• A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES
• Model selection for time series with nonlinear trend
• APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS
• A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION
• Nonlinear dynamical system identification with dynamic noise and observational noise
• scientific article; zbMATH DE number 2033202 (Why is no real title available?)
• Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series
• On selecting models for nonlinear time series
• MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD
• Nonlinear Time Series Models and Model Selection
• Selecting nonlinear time series models using information criteria

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