To explore the complicated functional relationship between key parameters such as the
recycled aggregate properties, mix proportion and compressive strength of recycled …

This paper is concerned with the model selection and model averaging problems in system
identification and data-driven modelling for nonlinear systems. Given a set of data, the …

Time series clustering has become an important topic, particularly for similarity search
amongst long time series such as those arising in bioinformatics. Unfortunately, existing …

Existing methods for time series clustering rely on the actual data values can become
impractical since the methods do not easily handle dataset with high dimensionality, missing …

This article constructs tests for the presence of nonlinearity of unknown form in addition to a
fractionally integrated, long-memory component in a time series process. The tests are …

In this work, we focus on the following research question:“Could fake news extracted on
Google be helpful in explaining the production and supply process in the food sector of the …

Tests of ARCH are a routine diagnostic in empirical econometric and financial analysis.
However, it is well known that misspecification of the conditional mean may lead to spurious …

In this paper we explore the dynamics of US dollar excess foreign exchange returns for the
G10 currencies and the Swiss franc, 1976–97. The non‐linear framework adopted is justified …

This paper is concerned with approximating nonlinear time series by an artificial neural
network based on radial basis functions. A new data-driven modelling strategy is suggested …

This paper develops a linearity test that can be applied to cointegrating relations. We
consider the widely used RESET specification test and show that when this test is applied to …