MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD

DOI10.1142/S0218127406014927MaRDI QIDQ5484872zbMATH OpenOpenAlexFDO

Authors Tomomichi Nakamura, Michael Small

Publication date 21 August 2006

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/s0218127406014927

zbMATH Keywords

model selectionleast squares methodover-Fittingdescription lengthnonlinear time series modelingmodel degeneracy

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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• IMPROVED PARAMETER ESTIMATION FROM NOISY TIME SERIES FOR NONLINEAR DYNAMICAL SYSTEMS
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Cites work

• scientific article; zbMATH DE number 1590937 (Why is no real title available?)
• A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES
• 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.
• Embedding as a modeling problem
• Estimating the dimension of a model
• MDL denoising
• Noise Reduction of Chaotic Systems by Kalman Filtering and by Shadowing
• On selecting models for nonlinear time series
• Parametric, nonparametric and parametric modelling of a chaotic circuit time series
• REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES
• Structure-selection techniques applied to continuous-time nonlinear models
• The double scroll

Cited in

(4)

• A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION
• Nonlinear dynamical system identification with dynamic noise and observational noise
• The use of synthetic input sequences in time series modeling
• IMPROVED PARAMETER ESTIMATION FROM NOISY TIME SERIES FOR NONLINEAR DYNAMICAL SYSTEMS

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