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Record W1534592813 · doi:10.1002/9781119514312

Nonlinear Time Series Analysis

2018· book· en· W1534592813 on OpenAlexaboutno aff
Rong Chen

Bibliographic record

VenueWiley series in probability and statistics · 2018
Typebook
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsSeries (stratigraphy)Nonlinear systemTime seriesComputer scienceMathematicsStatisticsGeologyPhysics

Abstract

fetched live from OpenAlex

The recent development of nonlinear time series analysis is primarily due to the efforts to overcome the limitations of linear models such as autoregressive moving-average (ARMA) models of Box and Jenkins (1976) in real applications. Two examples of such limitations are the non-ability to model sudden outbursts and the restriction to symmetry in the sense of reversible processes, whereas many processes observed in reality reveal irreversibility, well-known examples being the sunspot numbers and the Canadian Lynx data, see Tong (1990) for a discussion of these data sets with respect to nonlinearity and irreversibility. The increasing popularity of nonlinear time series models is also attributed to the development of nonlinear and nonparametric regression techniques which provides many useful tools. Advanced computational power and easy-to-use advanced softwares and graphics such as S-Plus(Venables and Ripley (1994)) and XploRe(Hardle, Klinke and Turlach (1995)) contribute to the increasing application of nonlinear time series analysis.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.003
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.028
Threshold uncertainty score0.093

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0000.001
Scholarly communication0.0020.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0280.013

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.018
GPT teacher head0.208
Teacher spread0.190 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations40
Published2018
Admission routes1
Has abstractyes

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