On Analysis of Nonstationary Categorical Data Time Series: Dynamical Dimension Reduction, Model Selection, and Applications To Computational Sociology

DOI10.1137/100790549zbMath1244.60070OpenAlexW2011505702MaRDI QIDQ2903616

Illia Horenko

Publication date: 11 August 2012

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100790549

zbMATH Keywords

Markov chainsjump processescomputational sociology

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Mathematical sociology (including anthropology) (91D99)

Related Items (3)

Information theory, model error, and predictive skill of stochastic models for complex nonlinear systems ⋮ On a scalable nonparametric denoising of time series signals ⋮ Memory-based reduced modelling and data-based estimation of opinion spreading

Uses Software

• GAIO
• itsmr

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