Model misspecification tests, model building and predictability in complex systems

DOI10.1016/0167-2789(95)00283-9zbMath0894.62099OpenAlexW2031167146MaRDI QIDQ1913542

Radu Manuca, Robert Savit

Publication date: 15 May 1996

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-2789(95)00283-9

zbMATH Keywords

predictabilityconditional probabilitiesmisspecification testsreconstruction spaces

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (3)

Inferring mechanism from time-series data: Delay-differential equations ⋮ Recurrence plots revisited ⋮ Nonlinear structures in electroencephalogram signals

Cites Work

• Dependent variables in broad band continuous time series
• Testing for nonlinearity in time series: the method of surrogate data
• State space reconstruction in the presence of noise
• Statistical tests for deterministic effects in broad band time series
• A test for independence based on the correlation dimension

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