Detection of changes in non-linear dynamics for time series based on the theory of KM₂ O-Langevin equations

DOI10.1007/S13160-011-0055-8MaRDI QIDQ692040zbMATH OpenOpenAlexFDO

Authors Tetsuji Hidaka, Yasunori Okabe

Publication date 4 December 2012

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s13160-011-0055-8

zbMATH Keywords

time serieschange point detectionself-organizing mapsnon-linear dynamicsthe theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Time series analysis of dynamical systems (37M10)

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Cites work

• scientific article; zbMATH DE number 2036540 (Why is no real title available?)
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• An online kernel change detection algorithm
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• CONTINUOUS INSPECTION SCHEMES
• Extracting qualitative dynamics from experimental data
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• On the theory of KM\(_2\)O-Langevin equations for stationary flows. III: Extension theorem
• Self-organized formation of topologically correct feature maps
• Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• The theory of KM₂O-Langevin equations and applications to data analysis (II): Causal analysis (1)
• The theory of KM₂O-Langevin equations and its applications to data analysis (III): Deterministic analysis
• The theory of KM\(_2\)O-Langevin equations and its applications to data analysis. I: Stationary analysis
• Time series analysis and prediction on complex dynamical behavior observed in a blast furnace

Cited in

(2)

• Detection of change in non-linear dynamics behind the periodic time series and its application to solar cycle prediction
• Application of the theory of \(\text{KM}_ 2\)O-Langevin equations to the linear prediction problem for the multi-dimensional weakly stationary time series

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Uses Software

• SOM_PAK

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