Abstract
We introduce a technique to characterize and measure predictability in time series. The technique allows one to formulate precisely a notion of the predictable component of given time series. We illustrate our method for both numerical and experimental time series data.
Original language | English |
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Pages (from-to) | 327-332 |
Number of pages | 6 |
Journal | Physics Letters A |
Volume | 209 |
Issue number | 5-6 |
Publication status | Published - 25 Dec 1995 |
Keywords
- DEPENDENT-VARIABLES
- CHAOS
- DETERMINISM
- NOISE