Separation of deterministic and stochastic components from time series

被引：0
|
作者：
机构：
[1] Petelczyc, Monika
[2] Gac, Jakub M.
来源：
Petelczyc, Monika | 1600年 / Jagiellonian University卷 / 07期
关键词：
7;
D O I：
10.5506/APhysPolBSupp.7.395
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [1] Separation of stochastic and deterministic information from seismological time series with nonlinear dynamics and maximum entropy methods
    Gutierrez, Rafael M.
    Useche, Gina M.
    Buitrago, Elias
    BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING, 2007, 954 : 410 - +
  • [2] Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series
    Garcia, Constantino A.
    Otero, Abraham
    Felix, Paulo
    Presedo, Jesus
    Marquez, David G.
    PHYSICA D-NONLINEAR PHENOMENA, 2018, 374 : 45 - 57
  • [3] Testing for deterministic and stochastic cycles in macroeconomic time series
    Caporale G.M.
    Gil-Alana L.A.
    Empirica, 2007, 34 (2) : 155 - 169
  • [4] Time series clustering using stochastic and deterministic influences
    da Silva, Mirlei Moura
    de Mello, Rodrigo Fernandes
    Rios, Ricardo Araujo
    INTERNATIONAL JOURNAL OF COMPUTATIONAL SCIENCE AND ENGINEERING, 2020, 21 (03) : 394 - 417
  • [5] Decomposing time series into deterministic and stochastic influences: A survey
    Duarte, Felipe S. L. G.
    Rios, Ricardo A.
    Hruschka, Eduardo R.
    de Mello, Rodrigo F.
    DIGITAL SIGNAL PROCESSING, 2019, 95
  • [6] A Bayesian method for the analysis of deterministic and stochastic time series
    Bailer-Jones, C. A. L.
    ASTRONOMY & ASTROPHYSICS, 2012, 546
  • [7] On the characterization of the deterministic/stochastic and linear/nonlinear nature of time series
    Mandic, D. P.
    Chen, M.
    Gautama, T.
    Van Hulle, M. M.
    Constantinides, A.
    PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2008, 464 (2093): : 1141 - 1160
  • [8] A new irregularity criterion for discrimination of stochastic and deterministic time series
    Omidvarnia, Amir H.
    Nasrabadi, Ali M.
    FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY, 2008, 16 (02) : 129 - 140
  • [9] Separation of deterministic and stochastic neurotransmission
    Pacut, A
    IJCNN'01: INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS, VOLS 1-4, PROCEEDINGS, 2001, : 55 - 60
  • [10] Improving time series modeling by decomposing and analyzing stochastic and deterministic influences
    Rios, Ricardo Araujo
    de Mello, Rodrigo Fernandes
    SIGNAL PROCESSING, 2013, 93 (11) : 3001 - 3013
12345