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Univariate Time Series Forecasting (ANN+Early Stopping)
Forecasting univariate time series based on neural networks.
etwa 2 Monate vor | 2 Downloads |
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Nonparametric Estimation of Regression
Estimation of a nonparametric regression based on rank regression.
etwa 2 Monate vor | 8 Downloads |
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Univariate Nonlinearity Test
Nonlinearity test for univariate time series
etwa 2 Monate vor | 1 Download |
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Multivariate Nonlinearity Test
Nonlinearity test for multivariate time series
etwa 2 Monate vor | 1 Download |
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ANN Based Nonlinearity Test
Nonlinearity test for univariate and multivariate time series based neural networks
etwa 2 Monate vor | 1 Download |
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Largest Lyapunov Exponent
The code Calculates the largest Lyapunov exponent.
etwa 2 Monate vor | 6 Downloads |
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Lyapunov exponents with Taylor expansion
his M-file calculates Lyapunov exponents with Taylor expansion (Discrete Volterra expansion).
etwa 2 Monate vor | 0 Downloads |
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Input significance test for neural networks
This code tests the statistical significance of inputs by using an artificial neural network with a flexible structure. The code...
etwa 2 Monate vor | 3 Downloads |
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Lyapunov Exponents Spectrum
This M-file calculates the spectrum of Lyapunov exponents with minimum RMSE neural network.
etwa 2 Monate vor | 1 Download |
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Harmful multicollinearity Test
This function tests harmful multicollinearity based on the difference between p-value of estimated coefficients of ordinary leas...
etwa 2 Monate vor | 1 Download |
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NONLINTSTMLTVAR: MATLAB function to perform nonlinearity tes
Output of the code includes the following nonlinearity tests: Terasvirta, Lin, and Granger(1993), Tsay, and Keenan This Matlab c...
etwa 5 Jahre vor | 0 Downloads |
