Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds

DOI10.3934/DCDSB.2014.19.2785zbMATH Open1351.37264OpenAlexW2334895925MaRDI QIDQ478767FDOQ478767

Authors: S. Fiori 

Publication date: 4 December 2014

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2014.19.2785

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zbMATH Keywords

autoregressiveRiemannian manifoldautocorrelation functionmatrix manifoldmoving-average dynamical systems

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Numerical problems in dynamical systems (65P99)

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Cited In (2)

• A novel unified approach to invariance conditions for a linear dynamical system
• The dissolved oxygen prediction method based on neural network

Uses Software

• mftoolbox

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