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Nonlinear Time Series and Machine Learning!
Posted: Thu Dec 10, 2020 8:53 pm
by prashantj
Nonlinear time series and machine learning will be great to have in future version/s of RATS.
Re: Nonlinear Time Series and Machine Learning!
Posted: Thu Dec 10, 2020 9:32 pm
by TomDoan
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.
Re: Nonlinear Time Series and Machine Learning!
Posted: Thu Dec 10, 2020 11:47 pm
by prashantj
I am sure nonlinear state space modeling covered somewhere but I mean more on machine learning.
Prashant