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Impulse response functions for nonlinear nonstationary and heterogeneous systems
L o a d i n g
Organization
Swiss Federal Institute for Forest, Snow and Landscape Research - view all
Update frequencyunknown
Last updated2 years ago
Overview

The R script IRFnnhs.R, which efficiently estimates impulse response functions for environmental systems that are nonlinear, nonstationary, or heterogeneous, based on their input and output time series. Scripts and results for a series of benchmark tests are also provided, to accompany Kirchner, J.W., Impulse response functions for heterogeneous, nonstationary, and nonlinear systems, estimated by deconvolution and demixing of noisy time series, _Sensors_, 22(9), 3291, https://doi.org/10.3390/s22093291, 2022.

ARMA NOISEDE-MIXINGDECONVOLUTIONGREENS FUNCTIONIMPULSE RESPONSE FUNCTIONIRFIRFNNHS.RNONLINEAR DECONVOLUTIONSYSTEM IDENTIFICATIONTIME SERIES ANALYSISTRANSFER FUNCTION
Additional Information
KeyValue
Harvest Object Id7e8fc468-b064-4bbd-bcef-a6b3531f06f9
Harvest Source Id8fc5dcf9-738c-468f-985c-d55347a92f88
Harvest Source TitleEnviDat
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Files
  • Impulse Response Function script

    r script (flat-ascii text)
  • README file for IRFnnhs.R and benchmark demonstration scripts

    flat-ascii text
  • Benchmark demonstration scripts and results

    zip-compressed folder of R scripts and tab-delimited text files