MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD

DOI10.1142/S0218127406014927zbMath1116.37317OpenAlexW2038238162MaRDI QIDQ5484872

Tomomichi Nakamura, Michael Small

Publication date: 21 August 2006

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

Full work available at URL: https://doi.org/10.1142/s0218127406014927

zbMATH Keywords

model selectionleast squares methodover-Fittingdescription lengthnonlinear time series modelingmodel degeneracy

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 ⋮ The use of synthetic input sequences in time series modeling ⋮ A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION

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