Predictability: An Information-Theoretic Perspective
From MaRDI portal
Publication:4817354
DOI10.1007/978-1-4612-1768-8_18zbMath1300.62093OpenAlexW2224066727MaRDI QIDQ4817354
Publication date: 22 September 2004
Published in: Signal Analysis and Prediction (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4612-1768-8_18
Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (7)
Mutual information as a measure of multivariate association: analytical properties and statistical estimation ⋮ Entropy-based independence test ⋮ On association in regression: the coefficient of determination revisited ⋮ Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions ⋮ MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS OF CHINESE STOCK MARKETS BASED ON TIME DELAY ⋮ Hybrid variable monitoring: an unsupervised process monitoring framework with binary and continuous variables ⋮ Probing the linearity and nonlinearity in DNA sequences
This page was built for publication: Predictability: An Information-Theoretic Perspective