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

DOI10.1063/1.4986394MaRDI QIDQ4644266zbMATH OpenOpenAlexWikidataFDO

Authors Yoshito Hirata, Kazuyuki Aihara, José M. Amigó

Publication date 30 May 2018

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

Full work available at URL https://doi.org/10.1063/1.4986394

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• Elements of Information Theory
• Ergodic theory of chaos and strange attractors
• scientific article; zbMATH DE number 1542660 (Why is no real title available?)
• On entropy, entropy-like quantities, and applications
• On the limits of probabilistic forecasting in nonlinear times series analysis
• Why computers like Lebesgue measure

Cited in

(2)

• scientific article; zbMATH DE number 2088306 (Why is no real title available?)
• Forecasting wind power ramps with prediction coordinates

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