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Applications of regime-switching models based on aggregation operators. (English) Zbl 1137.37333
Summary: A synthesis of recent development of regime-switching models based on aggregation operators is presented. It comprises procedures for model specification and identification, parameter estimation and model adequacy testing. Constructions of models for real life data from hydrology and finance are presented.
MSC:
37M10 Time series analysis of dynamical systems
68T37 Reasoning under uncertainty in the context of artificial intelligence
93B30 System identification
93E12 Identification in stochastic control theory
37N10 Dynamical systems in fluid mechanics, oceanography and meteorology
37N40 Dynamical systems in optimization and economics
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