On the forecasting abilities of a time varying autoadapting algorithm

zbMATH Open1220.82004MaRDI QIDQ3000225FDOQ3000225

Authors: Antonio Ballarin, Simona Gervasi 

Publication date: 18 May 2011

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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)

Cited In (1)

• A recurrence-weighted prediction algorithm for musical analysis

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