Prediction Variance and Information Worth of Observations in Time Series (Q2744943)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction Variance and Information Worth of Observations in Time Series |
scientific article |
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Prediction Variance and Information Worth of Observations in Time Series (English)
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9 October 2001
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ARMA models
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entropy
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mutual information
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Gaussian processes
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non-Gaussian processes
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