Summary
International Symposium on Nonlinear Theory and Its Applications
2022
Session Number:A3L-E
Session:
Number:A3L-E-02
Estimation of the Critical Transition Probability Using Quadratic Polynomial Approximation with Skewness Filtering
Makito Oku,
pp.99-102
Publication Date:12/12/2022
Online ISSN:2188-5079
Summary:
In this study, I propose a nonlinearity-based method for estimating the critical transition probability. It is based on my previous method using quadratic polynomial approximation, and skewness filtering is added. The proposed method uses either the least squares method (LSM) or maximum likelihood estimation (MLE). The results of numerical simulations using May model show that the proposed method has much better precision than the previous method without skewness filtering. It is also found that MLE requires much less data points than LSM if auto-correlation is weak.