Saturday 21 March 2020

Non-Linear Time Series Forecasting

I lately wrote the following wordy text about non-linear time series analysis (as part of my university course). I'm new to this field and with this text I was trying to get an overall overview about the subject. The text has almost no mathematics but just quick descriptions of the most interesting non-linear models for time-series.

URL/DOI Link: Non-Linear Time Series Prediction: A Survey