On the detection of chaotic dynamics in time series: an introduction

• Autorzy: Chappell D.
• Języki publikacji: EN

Abstrakty

EN

This paper considers various methods for detecting chaotic behaviour in time series. The possibility of chaotic behaviour is very important from a forecasting point of view. Chaotic behaviour makes anything except very short-term forecasting impossible because of sensitive dependence on initial conditions. We also demonstrate that some common non-linear time series models can exhibit chaotic behaviour.

• Wydawca: University of Zielona Góra, Faculty of Economics and Management
• Czasopismo: Management
• Rocznik: 1999
• Tom: Vol. 3, no 1
• Strony: 69--82
• Opis fizyczny: Bibliogr. 14 poz., rys., tab.

Twórcy

autor

Chappell D.

• University of Sheffield, Department of Ekonomics, UK