Complex Dynamic Models

Sergey Svetunkov () and Ivan Svetunkov ()
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Sergey Svetunkov: Peter the Great St. Petersburg Polytechnic University
Ivan Svetunkov: Lancaster University Management School

Chapter Chapter 6 in Complex-Valued Econometrics with Examples in R, 2024, pp 115-137 from Springer

Abstract: Abstract The sixth chapter discusses the application of complex-valued models to time-series data, introducing complex dynamic models such as complex ARIMA. It explains how these models can capture time-dependent structures in complex systems more effectively than their real-valued counterparts. The chapter also briefly compares complex dynamic models to traditional vector autoregressive models, highlighting their advantages and limitations.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:conchp:978-3-031-62608-1_6

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DOI: 10.1007/978-3-031-62608-1_6

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