Detection of changes in non-linear dynamics for time series based on the theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations

DOI10.1007/s13160-011-0055-8zbMath1254.37050OpenAlexW2066795834MaRDI QIDQ692040

Tetsuji Hidaka, Yasunori Okabe

Publication date: 4 December 2012

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-011-0055-8

zbMATH Keywords

time seriesnon-linear dynamicsself-organizing mapschange point detectionthe theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Time series analysis of dynamical systems (37M10)

Uses Software

• SOM_PAK

Cites Work

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