Modelling and analysis of non-linear time series

DOI10.1080/00207178908953491zbMath0694.93090OpenAlexW1968127306MaRDI QIDQ3470372

Stephen A. Billings, Sheng Chen

Publication date: 1989

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/251149/1/777798177_content.pdf

zbMATH Keywords

invertibilitystationaritynonlinear time seriesmultistep-ahead predictionstime-series estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03)

Related Items (9)

Time series prediction using support vector machines, the orthogonal and the regularized orthogonal least-squares algorithms ⋮ Modelling and analysis of non-linear time series ⋮ Stability of nonlinear polynomial ARMA models and their inverse ⋮ Regularized orthogonal least squares algorithm for constructing radial basis function networks ⋮ Model validity tests for non-linear signal processing applications ⋮ A new direct approach of computing multi-step ahead predictions for non-linear models ⋮ Long term prediction of non-linear time series using multiresolution wavelet models ⋮ Neighbourhood detection and identification of spatio-temporal dynamical systems using a coarse-to-fine approach ⋮ On the complex dynamics of functional-coefficients nonlinear autoregressive time series models

Cites Work

• Unnamed Item
• Threshold models in non-linear time series analysis
• Stationarity and invertibility of simple bilinear models
• A STUDY OF THE APPLICATION OF STATE-DEPENDENT MODELS IN NON-LINEAR TIME SERIES ANALYSIS
• Modelling and analysis of non-linear time series
• Input-output parametric models for non-linear systems Part I: deterministic non-linear systems
• SOME DOUBLY STOCHASTIC TIME SERIES MODELS
• Identification of non-linear rational systems using a prediction-error estimation algorithm
• STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS

This page was built for publication: Modelling and analysis of non-linear time series