Sources of predictability

MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS by Andrew

We construct portfolios of stocks and of bonds that are maximally predictable with respect to a set of ex ante observable economic variables, and show that these levels of predictability are statistically significant, even after controlling for data-snooping biases. We disaggregate the sources for predictability by using several asset groups, including size-sorted and industry-sorted portfolios...

Predictability effects in auditory scene analysis: a review

Many sound sources emit signals in a predictable manner. The idea that predictability can be exploited to support the segregation of one source's signal emissions from the overlapping signals of other sources has been expressed for a long time. Yet experimental evidence for a strong role of predictability within auditory scene analysis (ASA) has been scarce. Recently, there has been an upsurge ...

Contribution of two sources of listener knowledge to intelligibility of speakers with cerebral palsy.

PURPOSE This study examined the independent and combined effects of two sources of linguistic knowledge (alphabet cues and semantic predictability) on the intelligibility of speakers with dysarthria. The study also examined the extent to which each source of knowledge accounted for variability in intelligibility gains. METHOD Eight speakers with cerebral palsy and dysarthria contributed speec...

Sources of Predictability of European Stock Markets for High-Technology Firms

On Blind Separability Based on the Temporal Predictability Method

This letter discusses blind separability based on temporal predictability (Stone, 2001 ; Xie, He, & Fu, 2005 ). Our results show that the sources are separable using the temporal predictability method if and only if they have different temporal structures (i.e., autocorrelations). Consequently, the applicability and limitations of the temporal predictability method are clarified. In addition, i...