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Shapour Mohammadi


Last seen: 17 giorni fa Attivo dal 2021

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Univariate Time Series Forecasting (ANN+Early Stopping)
Forecasting univariate time series based on neural networks.

circa un mese fa | 2 download |

0.0 / 5

Inviato


Nonparametric Estimation of Regression
Estimation of a nonparametric regression based on rank regression.

circa un mese fa | 7 download |

0.0 / 5

Inviato


Univariate Nonlinearity Test
Nonlinearity test for univariate time series

circa un mese fa | 1 download |

0.0 / 5

Inviato


Multivariate Nonlinearity Test
Nonlinearity test for multivariate time series

circa un mese fa | 1 download |

0.0 / 5

Inviato


ANN Based Nonlinearity Test
Nonlinearity test for univariate and multivariate time series based neural networks

circa un mese fa | 1 download |

0.0 / 5

Inviato


Largest Lyapunov Exponent
The code Calculates the largest Lyapunov exponent.

circa un mese fa | 4 download |

0.0 / 5

Inviato


Lyapunov exponents with Taylor expansion
his M-file calculates Lyapunov exponents with Taylor expansion (Discrete Volterra expansion).

circa un mese fa | 0 download |

0.0 / 5

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Input significance test for neural networks
This code tests the statistical significance of inputs by using an artificial neural network with a flexible structure. The code...

circa un mese fa | 3 download |

0.0 / 5

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Lyapunov Exponents Spectrum
This M-file calculates the spectrum of Lyapunov exponents with minimum RMSE neural network.

circa un mese fa | 1 download |

0.0 / 5

Inviato


Harmful multicollinearity Test
This function tests harmful multicollinearity based on the difference between p-value of estimated coefficients of ordinary leas...

circa un mese fa | 1 download |

0.0 / 5

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NONLINTSTMLTVAR: MATLAB function to perform nonlinearity tes
Output of the code includes the following nonlinearity tests: Terasvirta, Lin, and Granger(1993), Tsay, and Keenan This Matlab c...

quasi 5 anni fa | 0 download |

0.0 / 5