Pages that link to "Item:Q1842201"
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The following pages link to On selecting models for nonlinear time series (Q1842201):
Displaying 16 items.
- OPTIMAL NONLINEAR MODELS FROM EMPIRICAL TIME SERIES: AN APPLICATION TO CLIMATE (Q4655673) (← links)
- REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES (Q4669155) (← links)
- OBSERVATION OF A PERIOD DOUBLING BIFURCATION DURING ONSET OF HUMAN VENTRICULAR FIBRILLATION (Q4669167) (← links)
- Autoregressive Model with Partial Forgetting within Rao-Blackwellized Particle Filter (Q4906439) (← links)
- Reduced-Dimension, Biophysical Neuron Models Constructed From Observed Data (Q5095882) (← links)
- Model selection for time series with nonlinear trend (Q5104523) (← links)
- Deep Learning for Nonlinear Time Series: Examples for Inferring Slow Driving Forces (Q5148879) (← links)
- APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS (Q5297810) (← links)
- Delay Differential Analysis of Seizures in Multichannel Electrocorticography Data (Q5380875) (← links)
- MODEL SELECTION, CONFIDENCE AND SCALING IN PREDICTING CHAOTIC TIME-SERIES (Q5474104) (← links)
- MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD (Q5484872) (← links)
- PARAMETER ESTIMATION USING KALMAN FILTERS WITH CONSTRAINTS (Q5484893) (← links)
- A simple experimental equation for the bursting cycle (Q5755935) (← links)
- On detecting dynamical regime change using a transformation cost metric between persistent homology diagrams (Q6558724) (← links)
- Sparse identification of nonlinear dynamical systems via non-convex penalty least squares (Q6561186) (← links)
- Model selection of chaotic systems from data with hidden variables using sparse data assimilation (Q6565144) (← links)
