scientific article

zbMath0870.62068MaRDI QIDQ3126378

No author found.

Publication date: 31 March 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictionwaveletssolutionschaosfrequency domainneural networkstime domainKalman filternonlinear modelsARCH modelsstate-space modelsmodel uncertaintyexercisesfractional differencingco-integrationthreshold autoregressive modelsmultivariate modelsbivariate processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (18)

An exploratory study to identify rogue seasonality in a steel company's supply network using spectral principal component analysis ⋮ Measuring and avoiding the bullwhip effect: A control theoretic approach ⋮ Trend filtering via empirical mode decompositions ⋮ Spontaneous similarity discrimination in the evolution of cooperation ⋮ The application of time series analysis to describe the dynamic movements of suspension bridges ⋮ Structure-oriented prediction in complex networks ⋮ A Review of Some Modern Approaches to the Problem of Trend Extraction ⋮ A germ-grain model applied to the morphological study of dual phase steel ⋮ A Poisson-fault model for testing power transformers in service ⋮ Time-series event-based prediction: an unsupervised learning framework based on genetic programming ⋮ The Performance of Robust Two-Stage Estimator in Nonlinear Regression with Autocorrelated Error ⋮ Practical powerful wavelet packet tests for second-order stationarity ⋮ A continuous spectral density for a random field of continuous-index ⋮ Analysis of detrended time-lagged cross-correlation between two nonstationary time series ⋮ A Bayesian analysis of moving average processes with time-varying parameters ⋮ Using bimodal kernel for inference in nonparametric regression with correlated errors ⋮ Testing for efficiency and non-linearity in market and natural time series ⋮ Self-affine time series: Measures of weak and strong persistence.

This page was built for publication: