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Complex Dynamic Models

In: Complex-Valued Econometrics with Examples in R

Author

Listed:
  • Sergey Svetunkov

    (Peter the Great St. Petersburg Polytechnic University)

  • Ivan Svetunkov

    (Lancaster University Management School)

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.

Suggested Citation

  • Sergey Svetunkov & Ivan Svetunkov, 2024. "Complex Dynamic Models," Contributions to Economics, in: Complex-Valued Econometrics with Examples in R, chapter 0, pages 115-137, Springer.
    • Handle: RePEc:spr:conchp:978-3-031-62608-1_6
    DOI: 10.1007/978-3-031-62608-1_6
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