Pages that link to "Item:Q1119319"
From MaRDI portal
The following pages link to Nonlinear prediction of chaotic time series (Q1119319):
Displaying 50 items.
- Recurrence quantity analysis based on singular value decomposition (Q2005136) (← links)
- Learning dynamical systems from data: a simple cross-validation perspective. I: Parametric kernel flows (Q2077645) (← links)
- One-shot learning of stochastic differential equations with data adapted kernels (Q2111726) (← links)
- Robustness of LSTM neural networks for multi-step forecasting of chaotic time series (Q2122985) (← links)
- Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques (Q2125604) (← links)
- State space reconstruction techniques and the accuracy of prediction (Q2137346) (← links)
- Fisher information framework for time series modeling (Q2145602) (← links)
- Statistical analysis of geopotential height (GH) timeseries based on Tsallis non-extensive statistical mechanics (Q2148206) (← links)
- A recurrence-weighted prediction algorithm for musical analysis (Q2205717) (← links)
- On the existence of proper stochastic Markov models for statistical reconstruction and prediction of chaotic time series (Q2213641) (← links)
- Delay embedding of periodic orbits using a fixed observation function (Q2214389) (← links)
- Design of a negative group delay filter via reservoir computing approach: real-time prediction of chaotic signals (Q2232411) (← links)
- Levenberg-Marquardt algorithm for Mackey-Glass chaotic time series prediction (Q2320690) (← links)
- Prediction of chaotic dynamical processes based on detection of regular component (Q2354451) (← links)
- Wavelet shrinkage of a noisy dynamical system with non-linear noise impact (Q2357615) (← links)
- Coarse-grained embeddings of time series: Random walks, Gaussian random processes, and deterministic chaos (Q2366507) (← links)
- A practical method for calculating largest Lyapunov exponents from small data sets (Q2367680) (← links)
- Nonlinear time series forecasting of time-delay neural network embedded with Bayesian regular\-ization (Q2378745) (← links)
- Risk reduction for nonlinear prediction and its application to the surrogate data test (Q2448676) (← links)
- Local prediction of nonlinear time series using support vector regression (Q2476564) (← links)
- Estimation of parameters in one-dimensional maps from noisy chaotic time series (Q2478720) (← links)
- Fractal principles of multidimensional data structurization for real-time pulse system dynamics forecasting and identification (Q2484880) (← links)
- Dynamic reconstruction of chaotic systems from inter-spike intervals using least squares support vector machines (Q2494916) (← links)
- Nonlinear set membership prediction of river flow (Q2503642) (← links)
- Reconstruction of one-dimensional chaotic maps from sequences of probability density functions (Q2520643) (← links)
- Characterizing nonlinearity in invasive EEG recordings from temporal lobe epilepsy (Q2564818) (← links)
- On the evidence of deterministic chaos in ECG: Surrogate and predictability analysis (Q2727166) (← links)
- Practical implementation of nonlinear time series methods: The TISEAN package (Q2727228) (← links)
- Estimating the amplitude of measurement noise present in chaotic time series (Q2727230) (← links)
- Spatial organization, predictability, and determinism in ventricular fibrillation (Q2728755) (← links)
- Local box-counting to determine fractal dimension of high-order chaos (Q2773215) (← links)
- On a model approach to forecasting of chaotic time series. II (Q2774396) (← links)
- Attractor comparisons based on density (Q2821592) (← links)
- Metric entropy and the optimal prediction of chaotic signals (Q2871356) (← links)
- Nonparametric interval prediction of chaotic time series and its application to climatic system (Q2872646) (← links)
- Neural network prediction and fractal analysis of chaotic processes in discrete nonlinear systems (Q2900773) (← links)
- If Nonlinear Models Cannot Forecast, What Use Are They? (Q3368190) (← links)
- EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES (Q3379407) (← links)
- STOCHASTICALLY EQUIVALENT DYNAMICAL SYSTEM APPROACH TO NONLINEAR DETERMINISTIC PREDICTION (Q3498682) (← links)
- Comparative Analysis of Electrocardiogram Data by Means of Temporal Locality Approach with Additional Normalization (Q3506400) (← links)
- Modeling global vector fields of chaotic systems from noisy time series with the aid of structure-selection techniques (Q3531686) (← links)
- NONLINEAR TIME SERIES PREDICTION BASED ON A POWER-LAW NOISE MODEL (Q3532382) (← links)
- (Q3538639) (← links)
- Nonlinear system identification using radial basis functions (Q3553578) (← links)
- A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION (Q3579256) (← links)
- Multivariate polynomial regression for identification of chaotic time series (Q3592332) (← links)
- DETERMINING THE DURATION OF CYCLES IN THE MARKET OF SECOND-HAND TANKER SHIPS, 1976–2001: IS PREDICTION POSSIBLE? (Q3598863) (← links)
- An integrated approach based on uniform quantization for the evaluation of complexity of short-term heart period variability: Application to 24h Holter recordings in healthy and heart failure humans (Q3624764) (← links)
- Applying local model approach for tidal prediction in a deterministic model (Q3632516) (← links)
- Modeling and Predicting Non-Stationary Time Series (Q3841146) (← links)