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Detecting nonlinearity in multivariate time series
2 references·1 citing·11 second hop
Detecting nonlinearity in multivariate time series (1996)Detecting nonlinearity in multivariate ti…Time series prediction: Forecasting the future and understanding the past (1994)Time series prediction: Forec…Generating surrogate data for time series with several simultaneously measured variables (1994)Generating surrogate data for…Cross-Scale Interactions and Information Transfer (2014)Cross-Scale Interactions and …The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition (2012)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Causality detection based on information-theoretic approaches in time series analysis (2007)Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Time Series Analysis Forecasting and Control. (1971)Constrained-realization Monte-Carlo method for hypothesis testing (1996)Constrained Randomization of Time Series Data (1998)Constrained-Realization Monte-Carlo method for Hypothesis Testing (2007)
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References

  • 1994Time series prediction: Forecasting the future and understanding the past841 cited
  • 1994Generating surrogate data for time series with several simultaneously measured variables637 cited

Cited by

  • 2014Cross-Scale Interactions and Information Transfer58 cited

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