23 citations · 34 across the 4 of their papers we have counts for
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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…
nlin.CD2008★ 23 cited
Evaluation of mutual information estimators on nonlinear dynamic systems
A. Papana, D. Kugiumtzis
Mutual information is a nonlinear measure used in time series analysis in order to measure the linear and non-linear correlations at any lag . The aim of this study is to evalua…