REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES

DOI10.1142/S0218127403007205zbMath1064.37507OpenAlexW2076882948MaRDI QIDQ4669155

Kevin Judd, Tomomichi Nakamura, Alistair I. Mees

Publication date: 15 April 2005

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

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

zbMATH Keywords

Model selectionnonlinear modelingdescription length

Mathematics Subject Classification ID

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

Related Items (5)

APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS ⋮ Nonlinear dynamical system identification with dynamic noise and observational noise ⋮ A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES ⋮ A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION ⋮ MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD

Cites Work

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

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