Nonlinear Time Series and Machine Learning!

Use this for suggestions about improvements in RATS
Post Reply
prashantj
Posts: 88
Joined: Sun Apr 11, 2010 2:56 am

Nonlinear Time Series and Machine Learning!

Unread post by prashantj »

Nonlinear time series and machine learning will be great to have in future version/s of RATS.
Top
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Nonlinear Time Series and Machine Learning!

Unread post 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.
Top
prashantj
Posts: 88
Joined: Sun Apr 11, 2010 2:56 am

Re: Nonlinear Time Series and Machine Learning!

Unread post by prashantj »

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

Return to “Suggestion Box”