On the limits of probabilistic forecasting in nonlinear times series analysis

DOI10.1063/1.4971412zbMath1378.62053OpenAlexW2561167762WikidataQ38775999 ScholiaQ38775999MaRDI QIDQ4601393

Yoshito Hirata, Kazuyuki Aihara, José María Amigó

Publication date: 15 January 2018

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4971412

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

On the limits of probabilistic forecasting in nonlinear time series analysis II: Differential entropy

Cites Work

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• On entropy, entropy-like quantities, and applications
• Finite generators of ergodic endomorphisms
• Finite generators for ergodic, measure-preserving transformations
• Elements of Information Theory
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• Wind energy: forecasting challenges for its operational management

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