Nonlinear Time Series and Machine Learning!

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Nonlinear Time Series and Machine Learning!

Unread postby prashantj » Thu Dec 10, 2020 9:53 pm

Nonlinear time series and machine learning will be great to have in future version/s of RATS.
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Re: Nonlinear Time Series and Machine Learning!

Unread postby TomDoan » Thu Dec 10, 2020 10:32 pm

What do you mean by "non-linear time series". Threshold models and Markov Switching models are considered rather common examples of non-linear time series.
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Re: Nonlinear Time Series and Machine Learning!

Unread postby prashantj » Fri Dec 11, 2020 12:47 am

I am sure nonlinear state space modeling covered somewhere but I mean more on machine learning.
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