An exponential autoregressive model for the forecasting of annual sunspots number

MaRDI QIDQ5236705zbMATHFDO

Authors Nabil Azouagh, Said El Melhaoui

Publication date 10 October 2019

Full work available at URL http://math-frac.org/Journals/EJMAA/Vol7(3)_Aug_2019/Vol7(3)_Papers/Volume7(3)_Paper3_Abstract.html

zbMATH Keywords

time seriessunspotsexponential autoregressive modelnonlinearity tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to physics (62P35) Radiative transfer in astronomy and astrophysics (85A25)

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Cites work

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• scientific article; zbMATH DE number 1069596 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)
• Optimal Detection of Exponential Component in Autoregressive Models

Cited in

(5)

• Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis
• The stationary series state space model for sunspot yearly data
• Assessment the accuracy of nowcasting sunshine number
• Computational Forecasting of Wavelet-converted Monthly Sunspot Numbers
• Adaptive test for periodicity in restrictive EXPAR(p) models

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