This paper seeks to explore the predictability of SAT and SMT solvers in response to different kinds of changes to benchmarks. We consider both semantics-preserving and possibly semanticsmodifying transformations, and provide preliminary data about solver predictability. We also propose carrying learned theory lemmas over from an original run to runs on similar benchmarks, and show the benefits...

This paper studies the problem of predicting occurrences of a significant event in a discrete-event system. The predictability of occurrences of an event in a system is defined in the context of formal languages. The predictability of a language is a stronger condition than the diagnosability of the language. An implementable necessary and sufficient condition for predictability of occurrences ...

Commentators often lament forecasters’ inability to provide precise predictions of the long-run behavior complex economic and physical systems. Yet their concerns conflate presence substantial uncertainty with need for predictability; short-run can partially substitute if decision-makers adjust activities over time. So what is relative importance short- predictability? We study this question in...

Any initial value forecast of climate will be subject to errors originating from poorly known initial conditions, model imperfections, and by “chaos” in the sense that, even if the initial conditions were perfectly known, infinitesimal errors can amplify and spoil the forecast at some lead time. Here the latter source of error is examined using a “perfect model” approach whereby small perturbat...

12 Predicting the future evolutionary state of a population is a primary goal of evolutionary 13 biology. One can differentiate between forward and backward predictability, where forward 14 predictability is the probability of the same adaptive outcome occurring in independent 15 evolutionary trials, and backward predictability is the likelihood of a particular adaptive 16 path given the knowle...

The interest in predicting stock prices or returns is probably as old as the markets themselves, and the literature on the subject is enormous. Fama (1970) reviews early work and provides some organizing principles. This chapter concentrates selectively on developments following Fama's review. In that review, Fama describes increasingly fine information sets in a way that is useful in organizin...

GOAL the purpose of the current study was to estimate the predictive values of optical coherence tomography parameters in early, developed perimetric and terminal glaucoma. METHODS 180 eyes of 120 consecutive patients were evaluated in this retrospective cross sectional pilot study. Copernicus Spectral -domain optical coherence tomography with resolution of 3 mm obtained throught the optic ne...

The predictability of a sequence is defined as the asymptotic performance of the best performing predictor in a given class. The value of the predictability of a sequence will in general depend on the choice of this predictor class. The existence of universal properties of predictability is demonstrated by looking at relationships between different sequences these relationships hold for any cla...

This paper makes indirect inference about the time-variation in expected stock returns by comparing unconditional sample variances to estimates of expected conditional variances. The evidence reveals more predictability as more information is used, more reliable predictability in indexes than large common stocks, and no evidence that predictability has diminished over time. A "strong-form" anal...

I wish to develop theoretical frameworks for enhancement of predictability based on dynamical systems theory. To help enhance predictability of sudden and severe events, I wish to investigate transition mechanisms between dynamical regimes. I also wish to throw a bridge between Eulerian and Lagrangian viewpoints and explore impact of severe events on large-scale transport in planetary flows. Kn...