Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 19 of 19 for “"Nonlinear Time Series"”.
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A Modified Cluster-Weighted Approach to Nonlinear Time Series
… many applications involving data collected over time, it is important to get timely estimates and adjustments of the parameters associated with a dynamic model. When the dynamics of the model must be updated, time and computational simplicity are important issues. When the dynamic system is not …
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An Investigation of Determinism and Chaotic Behavior in Flight Performance Data: A Chaos Theory and Nonlinear Time Series Analysis Approach
… data were investigated using non-linear time series analysis methods to determine deterministic chaotic behavior in the data. Using a sequence of steps of non-linear methods, four flight performance data were used to investigate for the existence of deterministic chaotic behavior. Results …
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Modeling nonlinear, nonstationary, vector time series : methods and applications.
Methods for modeling nonlinear time series provide ways to extract and describe information from complex and dynamic processes. The class of nonlinear time series models is large. Rather than be exhaustive, we provide a review of two popular classes of nonlinear time series models: Momentum …
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A Time Series Approach to the Prediction of Oil Discoveries
This research develops a time series methodology for the prediction of oil discoveries at the level of the petroleum play. The study develops a Bayesian, multi-state (outlier/no-outlier), time varying coefficients, nonlinear time series forecasting model and applies the model to the problem of …
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Three essays in econometrics
… that summarize the cyclical behavior of time series across their whole distribution by analyzing periodicities in quantile crossings. This approach can capture systematic changes in the impact of cycles on the distribution of a time series and allows robust spectral estimation and …
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State-dependent model, multi-step-ahead, multiple forecasts: Experience with the United States unemployment rate series
… fitting, analysis, and forecasting of linear and nonlinear time series models. Through Priestley's State Dependent Model and the Kalman filter algorithm, linear, nonlinear and nonstationary models have been fitted to the US unemployment rate series. The algorithm has been extended to account for …
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Generalized Volterra-Wiener and surrogate data methods for complex time series analysis
… thesis describes the current state-of-the-art in nonlinear time series analysis, bringing together approaches from a broad range of disciplines including the non-linear dynamical systems, nonlinear modeling theory, time-series hypothesis testing, information theory, and self-similarity. We stress …
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Probabilistic characterization and synthesis of complex driven systems
… and emulating the behavior of such systems given time series data. As a benchmark test, a digital violin is designed from observing the performance of an instrument. Cluster-weighted modeling (CWM), a mixture density estimator around local models, is presented as a framework for function …
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Autoregressive Neural Network Processes - Univariate, Multivariate and Cointegrated Models with Application to the German Automobile Industry
… is difficult to produce accurate predictions in times of economic crises, which cause nonlinear effects in the data. In this dissertation a nonlinear model for analysis of time series with nonlinear effects is introduced. Linear autoregressive processes are extended by neural networks to overcome …
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Some Models for Time Series of Counts
This thesis focuses on developing nonlinear time series models and establishing relevant theory with a view towards applications in which the responses are integer valued. The discreteness of the observations, which is not appropriate with classical time series models, requires novel modeling …
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Zu cervicalen Distorsionsverletzungen und deren Auswirkungen auf posturale Schwankungsmuster
Einleitung & Problemstellung: Beschwerden nach Beschleunigungsverletzungen der Halswirbelsäule sind oft nur unzureichend einzuordnen und diagnostizierbar. Eine eindeutige Diagnostik ist jedoch für eine entsprechende Therapie wie auch möglicherweise entstehende versicherungsrechtliche Forderungen …
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Addressing nonlinear systems with information-theoretical techniques
… the analysis of signals produced by that system. Time series analysis consists of a wide range of methodologies ultimately aiming at characterizing the signals and, eventually, gaining insights on the underlying processes that govern the evolution of the system. A standard way to tackle this issue …
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Investigation of slow oscillations in blood pressure
… control of blood pressure, and soft-limiting nonlinearities inherent in this loop, are thought to give rise to a slow limit cycle oscillation in blood pressure at 0.1 Hz in the human. Measurement of the strength of this slow oscillation has been proposed as the basis for the development of a …
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A Statistical Study of Hard X-Ray Solar Flares
… and the Rescaled Range (R/S) Method, sometimes referred to as "Hurst's method". Chapter one provides an introduction to hard x-ray flares within the context of the solar environment and a summary of the statistical paradigms solar astronomers currently work under. Chapter two presents the …
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Extremes in events and dynamics : a nonlinear data analysis perspective on the past and present dynamics of the Indian summer monsoon
… based on the quantification of fluctuations of a nonlinear similarity measure, to identify regimes of distinct dynamical complexity in short time series. I provide an analytical derivation for the relationship of the new measure with the dynamical invariants such as dimension and Lyapunov …
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Essays on Nonparametric Estimation of Asset Pricing Models
… of asset returns. Evidence for potential nonlinearity is seen in the presence of non-Gaussian distributions and excessive volatility of stock returns, or non-monotonic stochastic discount factors in option prices. More robust model specifications are therefore likely to contribute to risk …
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Separability between signal and noise components using the distribution of scaled Hankel matrix eigenvalues with application in biomedical signals.
… animal bodies. These records are considered as nonlinear time series, which hold important information about the physiological activities of organisms, and embrace many subjects of interest. However, biomedical signals are often corrupted by artifacts and noise, which require separation or …