The theory of KM₂O-Langevin equations and its applications to data analysis. I: Stationary analysis

DOI10.14492/HOKMJ/1381413801zbMATH Open0732.60071OpenAlexW1965406351MaRDI QIDQ808526FDOQ808526

Authors: Yasunori Okabe, Yuji Nakano 

Publication date: 1991

Published in: Hokkaido Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14492/hokmj/1381413801

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zbMATH Keywords

KM\(_2\)O-Langevin equationsweakly stationary time series

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• On a time series analysis for complex phenomena based upon the theory of \(\text{KM}_2\text{O}\)-Langevin equations
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• Nonlinear time series analysis based upon the Fluctuation-Dissipation theorem
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• Time series analysis and prediction on complex dynamical behavior observed in a blast furnace

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