Forecasting with the Fokker–Planck model: Bayesian setting of parameter

Author:

Montagnon Chris

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference14 articles.

1. Nonlinear Time Series Analysis;Kantz,2003

2. The Fokker Planck Equation;Risken,1996

3. Modeling the sunspot number distribution with a Fokker Planck equation;Noble;Astrophys. J.,2011

4. Generalized Langevin equation driven by Levy processes: A probabilistic, numerical and time series based approach;Medino et alia;Physica A,2012

5. Construction of a Langevin model from time series with a periodical correlation function: Application to wind speed data;Czechowski;Physica A,2013

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