Principles of Time Series Analysis
Robert A. M. Gregson · 2016
Inthisstudyofnonlineardynamicalsystems(NDS),aswithanyother approachtobuildingstatisticalmodels,wehavetobemindfulofthreesorts ofquestions.Whataretheeventsinthephysicalworldandinourmental covariatesofthatworldweseektomodel?Whatcanwechooseasrepresentationalstructuresinsymbols,algebra,orlogicalrelationsthatareintrinsicallytractable?Andwhatrulescanweadoptforevaluatingtherelative worthofalternativemodelsoftherealworld?Itispossibletobuildgeneral theoriesaboutndingahierarchicalorderforalternativemodels,butthese areincomplete(Speekenbrink,2003).Thesethreeareasofdiscourse,data, models,andmappingbetweendataandmodels,allinvolvedecisionsabout whatisthoughttobescienticallyrelevantandpotentiallyfruitfultopredict in a wider range of apparently related scenarios.