Tracking nonlinear correlation for complex dynamic systems using a windowed error reduction ratio method

DOI10.1155/2017/8570720zbMath1377.93026OpenAlexW2767981808MaRDI QIDQ1687461

Edward Hanna, Grant R. Bigg, Yitian Zhao, Yi-Fan Zhao

Publication date: 3 January 2018

Published in: Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/8570720

zbMATH Keywords

nonlinear correlationcomplex dynamic systemstime-varying nonlinear Finite Impulse Response (FIR) mode

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03) Large-scale systems (93A15)

Related Items

Neural network-based parametric system identification: a review

Cites Work

• Coherent observers for linear quantum stochastic systems
• Testing for nonlinearity in time series: the method of surrogate data
• Validity of the standard cross-correlation test for model structure validation
• Nonlinear System Identification
• Tipping elements in the Earth's climate system
• Representations of non-linear systems: the NARMAX model
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods