Nonlinear time series analysis based upon the fluctuation-dissipation theorem

被引：4

作者：

Okabe, Y ^{[1
]}

机构：

[1] Univ Tokyo, Grad Sch, Dept Math Engn & Informat Phys, Bunkyo Ku, Tokyo 113, Japan

[2] Univ Tokyo, Fac Engn, Bunkyo Ku, Tokyo 113, Japan

来源：

NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 1997年 / 30卷 / 04期

关键词：

experimental mathematics; KM2O-Langevin equation; fluctuation-dissipation theorem; causal relation; complex time series; stationary test; causal test; determinism;

D O I：

10.1016/S0362-546X(97)00136-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

[No abstract available]

引用

页码：2249 / 2260

页数：12

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[2] APPLICATION OF THE THEORY OF KM(2)O-LANGEVIN EQUATIONS TO THE NONLINEAR PREDICTION-PROBLEM FOR THE ONE-DIMENSIONAL STRICTLY STATIONARY TIME-SERIES [J].

OKABE, Y ;

OOTSUKA, T .

JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 1995, 47 (02) :349-367

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OKABE Y, 1991, HOKKAIDO MATH J, V20, P45, DOI [10.14492/hokmj/1381413801, DOI 10.14492/HOKMJ/1381413801]

[10]

SUGIHARA G, 1990, NATURE, V344, P7345

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