A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES

DOI10.1142/S0218127404009752zbMath1072.62077OpenAlexW1970677363MaRDI QIDQ4655619

Tomomichi Nakamura, Kevin Judd, Devin Kilminster, Alistair I. Mees

Publication date: 8 March 2005

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127404009752

zbMATH Keywords

Model selectioninformation criterianonlinear time series modeling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Related Items (3)

Nonlinear dynamical system identification with dynamic noise and observational noise ⋮ A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION ⋮ MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD

Cites Work

• A two-dimensional mapping with a strange attractor
• Nonlinear prediction of chaotic time series
• Estimating the dimension of a model
• Applied simulated annealing
• On selecting models for nonlinear time series
• Embedding as a modeling problem
• Comparisons of new nonlinear modeling techniques with applications to infant respiration.
• Convergence of an annealing algorithm
• Deterministic Nonperiodic Flow
• REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES
• A new look at the statistical model identification

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