Nonlinear Time Series and Machine Learning!

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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.
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TomDoan
Posts: 7825
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.
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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
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