Detection of changes in non-linear dynamics for time series based on the theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations
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Publication:692040
DOI10.1007/s13160-011-0055-8zbMath1254.37050MaRDI QIDQ692040
Tetsuji Hidaka, Yasunori Okabe
Publication date: 4 December 2012
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-011-0055-8
time series; non-linear dynamics; self-organizing maps; change point detection; the theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
37M10: Time series analysis of dynamical systems
Uses Software
Cites Work
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