On the forecasting abilities of a time varying autoadapting algorithm

MaRDI QIDQ3000225zbMATH OpenFDO

Authors Antonio Ballarin, Simona Gervasi

Publication date 18 May 2011

zbMATH Keywords

time seriesergodic hypothesisauto-adaptive algorithm

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Physics (00A79) Ergodic theorems, spectral theory, Markov operators (37A30) Foundations of equilibrium statistical mechanics (82B03)

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(1)

• A recurrence-weighted prediction algorithm for musical analysis

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