Chaotic Bayesian optimal prediction method and its application in hydrological time series

DOI10.1016/J.CAMWA.2010.08.041zbMath1219.62147OpenAlexW2078887241MaRDI QIDQ636602

Xiao-Hua Yang, Dun-Xian She, Ying Mei, Jian-Qiang Li

Publication date: 28 August 2011

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2010.08.041

zbMATH Keywords

predictionBayesian analysisembedding dimensionhydrological time seriesnumber of nearest neighbors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Hydrology, hydrography, oceanography (86A05) Time series analysis of dynamical systems (37M10)

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Cites Work

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• Modeling autocorrelation functions of long-range dependent teletraffic series based on optimal approximation in Hilbert space -- a further study
• Practical method for determining the minimum embedding dimension of a scalar time series
• Deterministic Nonperiodic Flow
• Oscillation and Chaos in Physiological Control Systems
• Simple mathematical models with very complicated dynamics

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