10 citations · 11 across the 3 of their papers we have counts for
3 papers
stat.AP2013
Backward-in-Time Selection of the Order of Dynamic Regression Prediction Model
Ioannis Vlachos, Dimitris Kugiumtzis
We investigate the optimal structure of dynamic regression models used in multivariate time series prediction and propose a scheme to form the lagged variable structure called Back…
nlin.CD2008★ 1 cited
Turning Point Prediction of Oscillating Time Series using Local Dynamic Regression Models
D. Kugiumtzis, I. Vlachos
In the prediction of oscillating time series, the interest is in the turning points of successive oscillations rather than the samples themselves. For this purpose a scheme has bee…
nlin.CD2008★ 10 cited
State Space Reconstruction for Multivariate Time Series Prediction
I. Vlachos, D. Kugiumtzis
In the nonlinear prediction of scalar time series, the common practice is to reconstruct the state space using time-delay embedding and apply a local model on neighborhoods of the…