Parametric, nonparametric and parametric modelling of a chaotic circuit time series

Parametric, nonparametric and parametric modelling of a chaotic circuit time series

The determination of a differential equation underlying a measured time series is a frequently arising task in nonlinear time series analysis. In the validation of a proposed model one often faces the dilemma that it is hard to decide whether possible discrepancies between the time series and model output are caused by an inappropriate model or by bad estimates of parameters in a correct type o...

Nonlinear Time Series: Nonparametric and Parametric Methods

Bayesian Nonparametric and Parametric Inference

This paper reviews Bayesian Nonparametric methods and discusses how parametric predictive densities can be constructed using nonparametric ideas.

A Comparative Study Of Parametric And Nonparametric Regressions

Parametric Estimation and Spectral Analysis of Chaotic Time Series

We present an estimation procedure and analyze spectral properties of chaotic stochastic processes as Zt = Xt + ξt = φ(T (ψ)) + ξt, for t ∈ Z, where T is a deterministic map, φ is a given function and ξt is the noise process. The examples considered in this paper generalize the classical harmonic model Zt = A cos(ω0 t+ ψ) + ξt, for t ∈ Z. We also consider large deviation properties of the estim...