Study of the chaotic behaviour of temperature time series processes

Study of the chaotic behaviour of temperature time series processes

Bibliographic Details
Parent link:Proceedings of SPIE.— .— Bellingham: SPIE
Other Authors: Botygin I. A. Igor Aleksandrovich, Tartakovsky V. A., Sherstnev V. S. Vladislav Stanislavovich, Sherstneva A. I. Anna Igorevna, Shkulov N. P.
Summary:Title screen
The results of the nonlinearity analysis of the temperature time series with different sampling steps are presented. The values of statistical functions describing the amount of information contained in one time series relative to another are calculated. The graphs of the Lyapunov exponent plotted. The nonlinearity of the studied time series was checked using White's test and Terasvirt's test. In both tests, Fisher's criteria and chi-square's criteria reject the null hypothesis, i.e. confirm the nonlinearity nature of the time series under study
Текстовый файл
AM_Agreement
Language:English
Published: 2021
Subjects:
nonlinearity
Terasvirta test
White test
F-test
Lyapunov maximum exponent
электронный ресурс
труды учёных ТПУ
Online Access:https://doi.org/10.1117/12.2602969
Статья на русском языке
Format: Electronic Book Chapter
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=679992

Similar Items

Similar Items