The following pages link to Time series and dependent variables (Q805119):
Displaying 20 items.
- A morphological-rank-linear evolutionary method for stock market prediction (Q497174) (← links)
- Swarm-based translation-invariant morphological prediction method for financial time series forecasting (Q621605) (← links)
- Dependent variables in broad band continuous time series (Q806903) (← links)
- State space reconstruction in the presence of noise (Q1181154) (← links)
- Statistical tests for deterministic effects in broad band time series (Q1325875) (← links)
- Delta 2.0 -- A program for finding dependencies in tables of data (Q1355357) (← links)
- Experimental nonlinear physics (Q1372332) (← links)
- Nonlinear, non-invasive method for seizure anticipation in focal epilepsy (Q1412724) (← links)
- Dynamical systems identification from time-series data: A Hankel matrix approach (Q1816618) (← links)
- Recurrence plots revisited (Q1963307) (← links)
- Correlation integral as a tool for distinguishing between dynamics and statistics in time series data (Q1964246) (← links)
- Testing and mapping non-stationarity in animal behavioral processes: a case study on an individual female bean weevil (Q2194984) (← links)
- Stationarity and nonstationarity in time series analysis (Q2564792) (← links)
- Wavelet based non-parametric NARX models for nonlinear input–output system identification (Q3437465) (← links)
- NONLINEAR TIME SERIES ANALYSIS IN EPILEPSY (Q3502364) (← links)
- A quantum‐inspired evolutionary hybrid intelligent approach for stock market prediction (Q3563718) (← links)
- Asymptotic distributions of the correlation integral based statistics (Q4248691) (← links)
- Term and variable selection for non-linear system identification (Q4814131) (← links)
- Chaotic time series analysis in economics: Balance and perspectives (Q5347022) (← links)
- Generalized redundancies for time series analysis (Q5901206) (← links)
