Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Entire DC Network
A Modified Cluster-Weighted Approach To Nonlinear Time Series, Mark Ballatore Lyman
A Modified Cluster-Weighted Approach To Nonlinear Time Series, Mark Ballatore Lyman
Theses and Dissertations
In many applications involving data collected over time, it is important to get timely estimates and adjustments of the parameters associated with a dynamic model. When the dynamics of the model must be updated, time and computational simplicity are important issues. When the dynamic system is not linear the problem of adaptation and response to feedback are exacerbated. A linear approximation of the process at various levels or “states” may approximate the non-linear system. In this case the approximation is linear within a state and transitions from state to state over time. The transition probabilities are parametrized as a Markov …