Long term prediction of non-linear time series using multiresolution wavelet models

DOI10.1080/00207170600621447MaRDI QIDQ5491402zbMATH OpenOpenAlexFDO

Authors Hua-Liang Wei, Stephen A. Billings

Publication date 11 October 2006

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL http://eprints.whiterose.ac.uk/84820/1/acse%20research%20report%20882.pdf

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Time series analysis of dynamical systems (37M10) Application of orthogonal and other special functions (94A11)

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Cites work

• A new direct approach of computing multi-step ahead predictions for non-linear models
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• A unified wavelet-based modelling framework for non-linear system identification: the WANARX model structure
• A wavelet-based approach for model and parameter identification of non-linear systems
• Continuous-Time System Identification for Linear and Nonlinear Systems Using Wavelet Decompositions
• DISCRETE WAVELET MODELS FOR IDENTIFICATION AND QUALITATIVE ANALYSIS OF CHAOTIC SYSTEMS
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Identification of non-linear output-affine systems using an orthogonal least-squares algorithm
• Identification of time-varying systems using multiresolution wavelet models
• Local averaging optimization for chaotic time series prediction
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• Multivariate adaptive regression splines
• Nonlinear prediction of chaotic time series
• On the use of the wavelet decomposition for time series prediction
• Orthogonal least squares methods and their application to non-linear system identification
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• Oscillation and chaos in physiological control systems
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• Predicting chaotic time series with wavelet networks
• Ten Lectures on Wavelets
• Term and variable selection for non-linear system identification
• The wavelet-NARMAX representation: A hybrid model structure combining polynomial models with multiresolution wavelet decompositions
• Time-varying system identification and model validation using wavelets
• Towards long-term prediction
• Wavelet Reconstruction of Nonlinear Dynamics
• Wavelet-based system identification for nonlinear control

Cited in

(11)

• MODELING TIME SERIES DATA OF REAL SYSTEMS
• A method of non-linear time series prediction
• A WAVELET SUPPORT VECTOR MACHINE COUPLED METHOD FOR TIME SERIES PREDICTION
• scientific article; zbMATH DE number 2009861 (Why is no real title available?)
• Towards long-term prediction
• On the construction of a nonlinear recursive predictor
• Predicting economic time series using a nonlinear deterministic technique
• Study on prediction methods for dynamic systems of nonlinear chaotic time series
• Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method
• The long-term memory prediction by multiscale decomposition.
• Neural network-based parametric system identification: a review

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