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Nonlinear Vector Autoregression Models

Jingmeng Cui

Last update: 18 January 2024

Copyright license: GNU General Public License

Software version identifier: 0.1.0

Estimate nonlinear vector autoregression models (also known as the next generation reservoir computing) for nonlinear dynamic systems. The algorithm was described by Gauthier et al. (2021) <doi:10.1038/s41467-021-25801-2>.





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