메뉴 건너뛰기




Volumn 47, Issue 2, 1998, Pages 187-201

Nonparametric and non-linear models and data mining in time series: A case-study on the Canadian lynx data

Author keywords

Back fitting; Data mining; Equivalent degrees of freedom; Model selection; Prediction error variance; Projection pursuit regression; Smoothing

Indexed keywords


EID: 0040427834     PISSN: 00359254     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9876.00106     Document Type: Article
Times cited : (26)

References (26)
  • 2
    • 0001587464 scopus 로고
    • The little bootstrap and other methods for dimensionality selection in regression: X-fixed prediction error
    • Breiman, L. (1992) The little bootstrap and other methods for dimensionality selection in regression: X-fixed prediction error. J. Am. Statist. Ass., 87, 738-754.
    • (1992) J. Am. Statist. Ass. , vol.87 , pp. 738-754
    • Breiman, L.1
  • 3
    • 84874257732 scopus 로고
    • Better subset regression using the nonnegative garrote
    • _ (1995) Better subset regression using the nonnegative garrote. Technometrics, 37, 373-383.
    • (1995) Technometrics , vol.37 , pp. 373-383
  • 5
    • 0000589618 scopus 로고
    • A survey of statistical work on the Mackenzie River series of annual canadian lynx trappings for the years 1821-1934 and a new analysis
    • Campbell, M. J. and Walker, A. M. (1977) A survey of statistical work on the Mackenzie River series of annual Canadian lynx trappings for the years 1821-1934 and a new analysis. J. R. Statist. Soc. A, 140, 411-431.
    • (1977) J. R. Statist. Soc. A , vol.140 , pp. 411-431
    • Campbell, M.J.1    Walker, A.M.2
  • 7
    • 1942422934 scopus 로고
    • Model uncertainty, data mining and statistical inference
    • Chatfield, C. (1995) Model uncertainty, data mining and statistical inference (with discussion). J. R. Statist. Soc. A, 158, 419-466.
    • (1995) J. R. Statist. Soc. A , vol.158 , pp. 419-466
    • Chatfield, C.1
  • 8
    • 21144474543 scopus 로고
    • Nonlinear additive ARX models
    • Chen, R. and Tsay, R. S. (1993) Nonlinear additive ARX models. J. Am. Statist. Ass., 88, 955-967.
    • (1993) J. Am. Statist. Ass. , vol.88 , pp. 955-967
    • Chen, R.1    Tsay, R.S.2
  • 9
    • 0002276308 scopus 로고
    • Assessment and propagation of model uncertainty
    • Draper, D. (1995) Assessment and propagation of model uncertainty (with discussion). J. R. Statist. Soc. B, 57, 45-97.
    • (1995) J. R. Statist. Soc. B , vol.57 , pp. 45-97
    • Draper, D.1
  • 11
    • 0003035313 scopus 로고
    • Asymptotic normality of pseudo-ls estimator for partly linear autoregression models
    • Gao, J. and Liang, H. (1995) Asymptotic normality of pseudo-LS estimator for partly linear autoregression models. Statist. Probab. Lett., 23, 27-34.
    • (1995) Statist. Probab. Lett. , vol.23 , pp. 27-34
    • Gao, J.1    Liang, H.2
  • 13
    • 3042990270 scopus 로고    scopus 로고
    • Some automated methods of smoothing time dependent data
    • Hart, J. (1996) Some automated methods of smoothing time dependent data. J. Nonparam. Statist., 6, 115-142.
    • (1996) J. Nonparam. Statist. , vol.6 , pp. 115-142
    • Hart, J.1
  • 15
    • 0002599871 scopus 로고
    • What is projection pursuit?
    • Jones, M. C. and Sibson, R. (1987) What is projection pursuit (with discussion)? J. R. Statist. Soc. A, 150, 1-36.
    • (1987) J. R. Statist. Soc. A , vol.150 , pp. 1-36
    • Jones, M.C.1    Sibson, R.2
  • 16
    • 0003327160 scopus 로고
    • Nonlinear modeling of multivariate and categorical time series using multivariate adaptive regression splines
    • (ed. H. Tong), Singapore: World Scientific Press
    • Lewis, P. A. W. and Ray, B. K. (1993) Nonlinear modeling of multivariate and categorical time series using multivariate adaptive regression splines. In Nonlinear Time Series and Chaos, vol. I, Dimension Estimation and Models (ed. H. Tong), pp. 136-169. Singapore: World Scientific Press.
    • (1993) Nonlinear Time Series and Chaos, Vol. I, Dimension Estimation and Models , pp. 136-169
    • Lewis, P.A.W.1    Ray, B.K.2
  • 17
    • 84986767565 scopus 로고
    • A comparative study of various univariate time series models for Canadian lynx data
    • Lim, K. S. (1987) A comparative study of various univariate time series models for Canadian lynx data. J. Time Ser. Anal., 2, 161-176.
    • (1987) J. Time Ser. Anal. , vol.2 , pp. 161-176
    • Lim, K.S.1
  • 18
    • 0000599921 scopus 로고
    • Some theory of nonlinear smoothers
    • Mallows, C. L. (1980) Some theory of nonlinear smoothers. Ann. Statist., 8, 695-715.
    • (1980) Ann. Statist. , vol.8 , pp. 695-715
    • Mallows, C.L.1
  • 19
    • 0001681979 scopus 로고
    • The statistical analysis of the sunspot and lynx cycles
    • Moran, P. A. P. (1953) The statistical analysis of the sunspot and lynx cycles. J. Anim. Ecol., 18, 115-116.
    • (1953) J. Anim. Ecol. , vol.18 , pp. 115-116
    • Moran, P.A.P.1
  • 20
    • 0030337168 scopus 로고    scopus 로고
    • Understanding the degrees of freedom concept by computer experiments
    • Sullivan, J. (1996) Understanding the degrees of freedom concept by computer experiments. Am. Statistn, 50, 234-237.
    • (1996) Am. Statistn , vol.50 , pp. 234-237
    • Sullivan, J.1
  • 21
    • 0002466394 scopus 로고
    • Non-linear time series: A selective review
    • Tjøstheim, D. (1994) Non-linear time series: a selective review. Scand. J. Statist., 21, 97-130.
    • (1994) Scand. J. Statist. , vol.21 , pp. 97-130
    • Tjøstheim, D.1
  • 22
    • 0001192762 scopus 로고
    • Some comments on the canadian lynx data
    • Tong, H. (1977) Some comments on the Canadian lynx data. J. R. Statist. Soc. A, 140, 432-436.
    • (1977) J. R. Statist. Soc. A , vol.140 , pp. 432-436
    • Tong, H.1
  • 23
    • 0004089297 scopus 로고
    • Threshold models in nonlinear time series analysis
    • _(1983) Threshold models in nonlinear time series analysis. Lect. Notes Statist., 21.
    • (1983) Lect. Notes Statist. , vol.21
  • 25
    • 0002392160 scopus 로고
    • A personal overview of nonlinear time series analysis from a chaos perspective
    • _(1995) A personal overview of nonlinear time series analysis from a chaos perspective. Scand. J. Statist., 22, 399-446.
    • (1995) Scand. J. Statist. , vol.22 , pp. 399-446
  • 26
    • 0032351389 scopus 로고    scopus 로고
    • On measuring and correcting for the effects of data mining and model selection
    • to be published
    • Ye, J. (1998) On measuring and correcting for the effects of data mining and model selection. J. Am. Statist. Ass., to be published.
    • (1998) J. Am. Statist. Ass.
    • Ye, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.