Nonlinear data streams
industrial collaborators: National Grid Company and InterTec
academic collaborators: LSE
initiated : 2003/04/20
last updated: 2007/08/09

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Real-time construction of optimized predictors from data streams
Frank Kwasniok and Leonard A Smith, 'Real-time construction of optimized predictors from data streams', Physical Review Letters, v92, 164101 (2004).
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A maximum likelihood estimator for long-range persistence
A Guerrero and L A Smith, 'A maximum likelihood estimator for long-range persistence', Physica A - Statistical Mechanics and its Applications, v355, pp619-632 (2005).
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Progress report 2004
Poster presented by Faraday Associate Liam Clarke at the annual Alan Tayler Day, 22 November 2004.
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Detecting Transparent Noise
L. Clarke and L A Smith, 'Detecting Transparent Noise', submitted to Mechanical Systems and Signal Processing, Elsevier, in revision, (2005).
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  Nonlinear data streams
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