Local functional coefficient autoregressive model for multistep prediction of chaotic time series

DOI10.1155/2015/329487zbMath1464.62393OpenAlexW2157405271WikidataQ59105823 ScholiaQ59105823MaRDI QIDQ1723294

Chenlong Li, Li-Yun Su

Publication date: 19 February 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/329487

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic growth models (91B62)

Cites Work

• A new local linear prediction model for chaotic time series
• Chaotic analysis of the foreign exchange rates
• Prediction of multivariate chaotic time series with local polynomial fitting
• A new adaptive local linear prediction method and its application in hydrological time series
• Practical method for determining the minimum embedding dimension of a scalar time series
• Multi-step prediction of chaotic time-series with intermittent failures based on the generalized nonlinear filtering methods
• Deterministic Nonperiodic Flow
• Oscillation and Chaos in Physiological Control Systems
• Adaptive Varying-Coefficient Linear Models
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