Is Time-Series Based Predictability Evident in Real Time?
نویسندگان
چکیده
منابع مشابه
Time Series Predictability
A new metric that quantifies the predictability of a time series is introduced. This new time series predictability metric is developed based on the η -metric method introduced by Kaboudan, but overcomes the resolution and stationarity problems presented in the pure η -metric method. It also provides a new feature, which shows how the predictability changes over different subsequences in a time...
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Predicting how temporally varying phenomena will evolve over time, or in other terms forecasting, is one of the fundamental tasks in time series analysis. Prediction has gained particular importance with the advent of real time data collection activities. Although there exist several sophisticated methodologies to predict time series, the success of a predictive analysis process remains mostly ...
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When we set out to apply nonlinear techniques, or even techniques inspired by chaos theory, to phenomena occurring in the brain, it seems wise to rst ask if the use of such advanced techniques is justiied by the data. While it seems very unlikely that the brain is a linear apparatus, its nonlinear nature might not be evident in speciic aspects of its dynamics and we might be better oo using the...
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The large gap existing between requirements and realizations has been a pertinacious problem in complex system design. This holds in particular for real-time systems with strict timing constraints and critical-safety requirements. Designers have to rely on a multi-step design process, where design decisions are made at different modelling levels. To ensure the effectiveness of this design proce...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2001
ISSN: 1556-5068
DOI: 10.2139/ssrn.292620