Various time-series decomposition techniques, including wavelet transform, singular spectrum analysis, empirical mode decomposition and independent component analysis, have been developed for ...

In this article we suggest a nonparametric procedure for selecting significant lags in the model description of a general nonlinear stationary time series. The procedure can be applied to both the ...

Many frequently observed real-world phenomena are nonlinear in nature. This means that their output does not change in a manner that is proportional to their input. These models have a degree of ...

1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7. Asymptotic Distribution Theory -- 8.

Kaixin is interested in time series analysis, focusing on high-dimensional time series, tensor time series, non-linear time series, high-frequency time series, among others. He is also enthusiastic ...