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Bootstrap inference in local polynomial regression of time series

✍ Scribed by Maria Lucia Parrella; Cosimo Vitale


Publisher
Springer
Year
2006
Tongue
English
Weight
482 KB
Volume
16
Category
Article
ISSN
1613-981X

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Prediction of multivariate chaotic time
✍ Li-yun Su πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 761 KB

To improve the prediction accuracy of complex multivariate chaotic time series, a novel scheme formed on the basis of multivariate local polynomial fitting with the optimal kernel function is proposed. According to Takens Theorem, a chaotic time series is reconstructed into vector data, multivariate