Alternative predictors in chaotic time series

DOI10.1016/J.CPC.2017.02.013zbMath1411.37002OpenAlexW2589305588MaRDI QIDQ1739625

L. G. S. Duarte, L. A. C. P. da Mota, Paulo Ricardo L. Alves

Publication date: 26 April 2019

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2017.02.013

zbMATH Keywords

forecastsymbolic computationtime series analysisglobal fitting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Software, source code, etc. for problems pertaining to dynamical systems and ergodic theory (37-04)

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Uses Software

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