Surrogate-assisted network analysis of nonlinear time series

Surrogate-assisted network analysis of nonlinear time series.

The performance of recurrence networks and symbolic networks to detect weak nonlinearities in time series is compared to the nonlinear prediction error. For the synthetic data of the Lorenz system, the network measures show a comparable performance. In the case of relatively short and noisy real-world data from active galactic nuclei, the nonlinear prediction error yields more robust results th...

Surrogate for nonlinear time series analysis.

We present a surrogate for use in nonlinear time series analysis. This surrogate algorithm has significant advantages over the most commonly used surrogates, in that it provides a more robust statistical test by producing an entire population of surrogates that are consistent with the null hypothesis. We will show that for the currently used surrogate algorithms, although individual surrogate f...

a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

Nonlinear Time Series Analysis

Nonlinear Time Series Analysis

This book represents a modern approach to time series analysis which is based on the theory of dynamical systems. It starts from a sound outline of the underlying theory to arrive at very practical issues, which are illustrated using a large number of empirical data sets taken from various fields. This book will hence be highly useful for scientists and engineers from all disciplines who study ...