Forecasting Using Relative Entropy

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Using Relative Entropy for Authorship Attribution

Authorship attribution is the task of deciding who wrote a particular document. Several attribution approaches have been proposed in recent research, but none of these approaches is particularly satisfactory; some of them are ad hoc and most have defects in terms of scalability, effectiveness, and efficiency. In this paper, we propose a principled approach motivated from information theory to i...

متن کامل

Measuring Dynamical Prediction Utility Using Relative Entropy

A new parameter of dynamical system predictability is introduced that measures the potential utility of predictions. It is shown that this parameter satisfies a generalized second law of thermodynamics in that for Markov processes utility declines monotonically to zero at very long forecast times. Expressions for the new parameter in the case of Gaussian prediction ensembles are derived and a u...

متن کامل

Improving Relative-Entropy Pruning using Statistical Significance

Relative Entropy-based pruning has been shown to be efficient for pruning language models for more than a decade ago. Recently, this method has been applied to Phrase-based Machine Translation, and results suggest that this method is comparable the state-of-art pruning method based on significance tests. In this work, we show that these 2 methods are effective in pruning different types of phra...

متن کامل

Forecasting with Entropy

The paper describes an alternative approach to forecasting financial time series based on entropy (C. A. Zapart, On entropy, financial markets and minority games, Physica A: Statistical Mechanics and its Applications, 388 (7) 2009, pages 1157-1172). The research builds upon an earlier statistical analysis of financial time series with Shannon information entropy, published in (Molgedey, L and E...

متن کامل

A note on inequalities for Tsallis relative operator entropy

‎In this short note‎, ‎we present some inequalities for relative operator entropy which are generalizations of some results obtained by Zou [Operator inequalities associated with Tsallis relative operator entropy‎, ‎{em Math‎. ‎Inequal‎. ‎Appl.}‎ ‎{18} (2015)‎, ‎no‎. ‎2‎, ‎401--406]‎. ‎Meanwhile‎, ‎we also show some new lower and upper bounds for relative operator entropy and Tsallis relative o...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: SSRN Electronic Journal

سال: 2003

ISSN: 1556-5068

DOI: 10.2139/ssrn.355460