On a nonlinear prediction analysis for multi-dimensional stochastic processes with its applications to data analysis
The authors are concerned here with the provision of (a) a weakening of existing conditions for the solution of the nonlinear prediction problem for stochastic processes (specifically the boundedness and the non-degenerate properties), and (b) computable algorithms for the calculation of the nonlinear predictor. Earlier results are extended to the case of multi-dimensional stochastic processes, this being effected by the development of a causal analysis for multi-dimensional data. The results are applied to data arising in various meteorological phenomena.
scientific article; zbMATH DE number 1556320