Tools
Traditional Statistical Models
AR, MA, ARIMA, PCA, Exponential smoothing, Quantile regression
Nonlinear Descriptive Statistics
State space reconstruction, Correlation dimension, Lyapunov exponents
Nonlinear Signal Processing
Physically-informed prediction,
Artifical NN, MLP, TAR, SETAR, Markov models, Hidden Markov models
Classification
QDA/LDA,
RBFs,
k-Means Clustering,
SVMs, Mutual information,
ICA,
Visualisation, Bayesian statistics
Optimisation
Gradient descent, Simulated annealing, Genetic algorithms
Surrogate Data Analysis
Calibrated mutual information
