Non-linear time series models for non-linear random vibrations

T. Ozaki

doi:10.1017/s0021900200046829

Non-linear time series models for non-linear random vibrations

Journal of Applied Probability ◽

10.2307/3212926 ◽

1980 ◽

Vol 17 (1) ◽

pp. 84-93 ◽

Cited By ~ 50

Author(s):

T. Ozaki

Keyword(s):

Time Series ◽

Linear Time ◽

Time Series Models ◽

Random Vibrations ◽

Duffing's Equation ◽

Duffing’S Equation ◽

Non Linear ◽

Linear Vibrations ◽

Typical Behaviour

Non-linear time series models for non-linear vibrations are presented. Some typical behaviour of non-linear vibrations generated from Duffing's equation or van der Pol's equation are explained through the models.

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Local Gaussian modelling of stochastic dynamical systems in the analysis of non-linear random vibrations

Journal of Applied Probability ◽

10.1017/s0021900200117115 ◽

1986 ◽

Vol 23 (A) ◽

pp. 241-255 ◽

Cited By ~ 1

Author(s):

Tohru Ozaki

Keyword(s):

Time Series ◽

Present Method ◽

Linear Time ◽

Time Series Models ◽

Random Vibrations ◽

Stochastic Dynamical Systems ◽

Stochastic Dynamical System ◽

Modelling Method ◽

Non Linear ◽

Dynamical System Models

Stochastic dynamical system models for non-linear random vibrations are considered and their discrete-time version, non-linear time series models are introduced using the local Gaussian modelling method. Some computational problems and implications of the present method in non-linear time series analysis are discussed.

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Local Gaussian modelling of stochastic dynamical systems in the analysis of non-linear random vibrations

Journal of Applied Probability ◽

10.2307/3214356 ◽

1986 ◽

Vol 23 (A) ◽

pp. 241-255 ◽

Cited By ~ 3

Author(s):

Tohru Ozaki

Keyword(s):

Time Series ◽

Present Method ◽

Linear Time ◽

Time Series Models ◽

Random Vibrations ◽

Stochastic Dynamical Systems ◽

Stochastic Dynamical System ◽

Modelling Method ◽

Non Linear ◽

Dynamical System Models

Stochastic dynamical system models for non-linear random vibrations are considered and their discrete-time version, non-linear time series models are introduced using the local Gaussian modelling method. Some computational problems and implications of the present method in non-linear time series analysis are discussed.

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Identification of the Structure of Linear and Non-Linear Time Series Models, Using Nonparametric Local Linear Kernel Estimation

Soft Methodology and Random Information Systems ◽

10.1007/978-3-540-44465-7_73 ◽

2004 ◽

pp. 589-596

Author(s):

Rosane M. Kirchner ◽

Reinaldo C. Souza ◽

Flávio A. Ziegelmann

Keyword(s):

Time Series ◽

Linear Time ◽

Kernel Estimation ◽

Time Series Models ◽

Linear Kernel ◽

Local Linear ◽

Non Linear

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Forecasting with non-linear time series models

Stochastic Processes and their Applications ◽

10.1016/0304-4149(87)90098-6 ◽

1987 ◽

Vol 26 ◽

pp. 198-199

Author(s):

John Pemberton

Keyword(s):

Time Series ◽

Linear Time ◽

Time Series Models ◽

Non Linear

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A new algorithm for latent state estimation in non-linear time series models

Applied Mathematics and Computation ◽

10.1016/j.amc.2008.04.028 ◽

2008 ◽

Vol 203 (1) ◽

pp. 224-232 ◽

Cited By ~ 10

Author(s):

Paresh Date ◽

Luka Jalen ◽

Rogemar Mamon

Keyword(s):

Time Series ◽

State Estimation ◽

Linear Time ◽

Time Series Models ◽

Non Linear

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Can non-linear time series models generate US business cycle asymmetric shape?

Economics Letters ◽

10.1016/s0165-1765(02)00124-6 ◽

2002 ◽

Vol 77 (2) ◽

pp. 187-194 ◽

Cited By ~ 17

Author(s):

Ana Beatriz C. Galvão

Keyword(s):

Time Series ◽

Business Cycle ◽

Linear Time ◽

Time Series Models ◽

Non Linear ◽

Asymmetric Shape

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Note on parameter estimation for general non–linear time series models

Statistics ◽

10.1080/02331888708802055 ◽

1987 ◽

Vol 18 (4) ◽

pp. 587-590 ◽

Cited By ~ 4

Author(s):

Wilfried Loges

Keyword(s):

Time Series ◽

Parameter Estimation ◽

Linear Time ◽

Time Series Models ◽

Non Linear

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RECURSIVE IDENTIFICATION OF NON-LINEAR TIME-VARIANT DYNAMIC SYSTEMS BY NEURAL TIME-SERIES MODELS

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications ◽

10.5687/sss.1994.181 ◽

1994 ◽

Vol 1994 (0) ◽

pp. 181-186

Author(s):

E. Ikonen ◽

U. Kortela

Keyword(s):

Time Series ◽

Dynamic Systems ◽

Linear Time ◽

Recursive Identification ◽

Time Series Models ◽

Non Linear

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Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data

Chaos An Interdisciplinary Journal of Nonlinear Science ◽

10.1063/5.0061754 ◽

2021 ◽

Vol 31 (11) ◽

pp. 113124

Author(s):

Jinu Susan Kabala ◽

Krzysztof Burnecki ◽

Farzad Sabzikar

Keyword(s):

Time Series ◽

Solar Flare ◽

Linear Time ◽

Time Series Models ◽

Non Linear ◽

Heavy Tailed

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