PHASE SPACE RECONSTRUCTION AND NONLINEAR PREDICTIONS FOR STATIONARY AND NONSTATIONARY MARKOVIAN PROCESSES

DOI10.1142/S0218127404010357zbMath1129.62412OpenAlexW2105755423MaRDI QIDQ4655664

Mario Ragwitz, Holger Kantz

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/s0218127404010357

zbMATH Keywords

stochastic processMarkov chainTime series analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99)

Cites Work

• Embedology
• Independent coordinates for strange attractors from mutual information
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