Physical nearest-neighbour models and non-linear time-series. II Further discussion of approximate solutions and exact equations

1972 ◽  
Vol 9 (01) ◽  
pp. 76-86
Author(s):  
M. S. Bartlett
Keyword(s):  
Time Series ◽  
Correlation Functions ◽  
Linear Time ◽  
Three Dimensional ◽  
Approximate Solutions ◽  
Nearest Neighbour ◽  
Spatial Correlations ◽  
Orthogonal Expansions ◽  
Non Linear ◽  
Time Series Approach

The approximate two- and three-dimensional solutions for spatial correlations, using the non-linear time-series approach for nearest-neighbour systems developed in my previous paper, are further discussed. Orthogonal expansions for the correlation functions are also developed which determine with this approach, though so far only in principle, the exact solutions.

Physical nearest-neighbour models and non-linear time-series. II Further discussion of approximate solutions and exact equations

1972 ◽  
Vol 9 (1) ◽  
pp. 76-86 ◽  
Author(s):  
M. S. Bartlett
Keyword(s):  
Time Series ◽  
Correlation Functions ◽  
Linear Time ◽  
Three Dimensional ◽  
Approximate Solutions ◽  
Nearest Neighbour ◽  
Spatial Correlations ◽  
Orthogonal Expansions ◽  
Non Linear ◽  
Time Series Approach

The approximate two- and three-dimensional solutions for spatial correlations, using the non-linear time-series approach for nearest-neighbour systems developed in my previous paper, are further discussed.Orthogonal expansions for the correlation functions are also developed which determine with this approach, though so far only in principle, the exact solutions.

Physical nearest-neighbour models and non-linear time-series

1971 ◽  
Vol 8 (2) ◽  
pp. 222-232 ◽  
Author(s):  
M. S. Bartlett
Keyword(s):  
Equilibrium Distribution ◽  
Linear Models ◽  
Linear Time ◽  
Three Dimensional ◽  
Approximate Solutions ◽  
Nearest Neighbour ◽  
Spatial Equilibrium ◽  
Dimensional Lattice ◽  
One Dimensional ◽  
Non Linear

A general class of spatial-temporal Markov processes is defined leading to the standard spatial equilibrium distribution for nearest-neighbour models on a multi-dimensional lattice. Physical properties are obtainable from the marginal spatial spectral function. However, only the simplest one-dimensional case corresponds to a linear model with a readily derived spectrum. Non-linear models corresponding to two- and three-dimensional lattices are presented in their simplest terms, and a preliminary discussion of approximate solutions is included.

Physical nearest-neighbour models and non-linear time-series

1971 ◽  
Vol 8 (02) ◽  
pp. 222-232 ◽  
Author(s):  
M. S. Bartlett
Keyword(s):  
Equilibrium Distribution ◽  
Linear Models ◽  
Linear Time ◽  
Three Dimensional ◽  
Approximate Solutions ◽  
Nearest Neighbour ◽  
Spatial Equilibrium ◽  
Dimensional Lattice ◽  
One Dimensional ◽  
Non Linear

A general class of spatial-temporal Markov processes is defined leading to the standard spatial equilibrium distribution for nearest-neighbour models on a multi-dimensional lattice. Physical properties are obtainable from the marginal spatial spectral function. However, only the simplest one-dimensional case corresponds to a linear model with a readily derived spectrum. Non-linear models corresponding to two- and three-dimensional lattices are presented in their simplest terms, and a preliminary discussion of approximate solutions is included.

Nonlinear Time Series Analysis with R

2018 ◽  
Author(s):  
Ray Huffaker ◽  
Marco Bittelli ◽  
Rodolfo Rosa
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Particle Physics ◽  
Linear Time ◽  
Nonlinear Time Series ◽  
Nonlinear Time Series Analysis ◽  
Series Analysis ◽  
Linear Behavior ◽  
Non Linear ◽  
Scientific Principles

In the process of data analysis, the investigator is often facing highly-volatile and random-appearing observed data. A vast body of literature shows that the assumption of underlying stochastic processes was not necessarily representing the nature of the processes under investigation and, when other tools were used, deterministic features emerged. Non Linear Time Series Analysis (NLTS) allows researchers to test whether observed volatility conceals systematic non linear behavior, and to rigorously characterize governing dynamics. Behavioral patterns detected by non linear time series analysis, along with scientific principles and other expert information, guide the specification of mechanistic models that serve to explain real-world behavior rather than merely reproducing it. Often there is a misconception regarding the complexity of the level of mathematics needed to understand and utilize the tools of NLTS (for instance Chaos theory). However, mathematics used in NLTS is much simpler than many other subjects of science, such as mathematical topology, relativity or particle physics. For this reason, the tools of NLTS have been confined and utilized mostly in the fields of mathematics and physics. However, many natural phenomena investigated I many fields have been revealing deterministic non linear structures. In this book we aim at presenting the theory and the empirical of NLTS to a broader audience, to make this very powerful area of science available to many scientific areas. This book targets students and professionals in physics, engineering, biology, agriculture, economy and social sciences as a textbook in Nonlinear Time Series Analysis (NLTS) using the R computer language.

scholarly journals Hybrid forecasting model for non-linear time series

2020 ◽  
Author(s):  
E. Priyadarshini ◽  
G. Raj Gayathri ◽  
M. Vidhya ◽  
A. Govindarajan ◽  
Samuel Chakkravarthi
Keyword(s):  
Time Series ◽  
Linear Time ◽  
Forecasting Model ◽  
Non Linear ◽  
Hybrid Forecasting
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