Predicting linear and nonlinear time series with applications in nuclear safeguards and nonproliferation

Technical Report · Fri Apr 01 00:00:00 EST 1994

DOI:https://doi.org/10.2172/10145200· OSTI ID:10145200

Burr, T L

This report is a primer on the analysis of both linear and nonlinear time series with applications in nuclear safeguards and nonproliferation. We analyze eight simulated and two real time series using both linear and nonlinear modeling techniques. The theoretical treatment is brief but references to pertinent theory are provided. Forecasting is our main goal. However, because our most common approach is to fit models to the data, we also emphasize checking model adequacy by analyzing forecast errors for serial correlation or nonconstant variance.

• Research Organization: Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
• Sponsoring Organization: USDOE, Washington, DC (United States)
• DOE Contract Number: W-7405-ENG-36
• OSTI ID: 10145200
• Report Number(s): LA-12766-MS; ON: DE94010215; TRN: 94:008588
• Resource Relation: Other Information: PBD: Apr 1994
• Country of Publication: United States
• Language: English

Related Subjects

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL PROTECTION
99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE
ARMS CONTROL
VERIFICATION
SAFEGUARDS
PROJECTION SERIES
MATHEMATICAL MODELS
NONLINEAR PROBLEMS
MATHEMATICS
350300
055001
990200
TECHNICAL ASPECTS
MATHEMATICS AND COMPUTERS