Characterizing Time Series Variability and Predictability from Information Geometry Dynamics

DOI10.1007/978-3-642-40020-9_73zbMath1396.94027OpenAlexW1015373088MaRDI QIDQ5410592

Shlomo Dubnov

Publication date: 16 April 2014

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-40020-9_73

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Information theory (general) (94A15)

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