Nonlinear multivariate and time series analysis by neural by William W. Hsieh

By William W. Hsieh

Show description

Read or Download Nonlinear multivariate and time series analysis by neural network methods PDF

Best mathematicsematical statistics books

Controlled Markov Processes and Viscosity Solutions

This ebook is meant as an creation to optimum stochastic keep an eye on for non-stop time Markov approaches and to the idea of viscosity recommendations. Stochastic keep watch over difficulties are handled utilizing the dynamic programming procedure. The authors process stochastic regulate difficulties via the strategy of dynamic programming.

Finite Markov Chains: With a New Appendix ''Generalization of a Fundamental Matrix''

Finite Markov Chains: With a brand new Appendix "Generalization of a primary Matrix"

Extra resources for Nonlinear multivariate and time series analysis by neural network methods

Sample text

The number of hidden neurons used here is l2 = m2 = 3; cruder approximations to X result from using smaller l2 and m2 . 30 (b) 3 2 2 1 1 y3 y2 (a) 3 0 0 −1 −1 −2 −2 −3 −4 −2 0 y1 2 −3 −4 4 −2 (c) 0 y1 2 4 (d) 2 1 1 0 y3 y3 3 0 −1 −1 −2 2 −2 2 0 −3 −4 −2 0 y2 2 y2 4 0 −2 −2 y1 Figure 11: The NLCCA mode 1 in y-space shown as a string of overlapping small circles. The thin solid curve is the theoretical mode Y , and the thin dashed line, the CCA mode. 31 (a) SLPA 10 PC3 5 0 −5 −10 20 10 0 20 −10 PC2 0 −20 −20 PC1 (b) SSTA 40 PC3 20 0 −20 40 20 50 0 PC2 0 −20 −50 PC1 Figure 12: The NLCCA mode 1 between the tropical Pacific (a) SLPA and (b) SSTA, plotted as (overlapping) squares in the PC1 -PC2 -PC3 3-D space.

2 mb.

In a separate panel beneath each contour plot, the PC of each SSA mode is also plotted as a time series, (where each tick mark on the abscissa indicates the start of a year). The time of the PC is synchronized to the lag time of 0 month in the space-time eigenvector. 39 100 x3 50 0 −50 −100 100 50 100 x2 0 50 0 −50 −50 −100 −100 x1 Figure 20: The NLSSA mode 1 for the tropical Pacific SLPA. The PCs of SSA modes 1 to 8 were used as inputs x1 , . . cir network, with the resulting NLSSA mode 1 shown as (densely overlapping) crosses in the x1 -x2 -x3 3-D PC space.

Download PDF sample

Rated 4.07 of 5 – based on 28 votes