Predictability in time series

L W Salvino, R Cawley, C Grebogi, J A Yorke

Research output: Contribution to journalArticle

9 Citations (Scopus)

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 languageEnglish
Pages (from-to)327-332
Number of pages6
JournalPhysics Letters A
Volume209
Issue number5-6
Publication statusPublished - 25 Dec 1995

Keywords

  • DEPENDENT-VARIABLES
  • CHAOS
  • DETERMINISM
  • NOISE

Cite this

Salvino, L. W., Cawley, R., Grebogi, C., & Yorke, J. A. (1995). Predictability in time series. Physics Letters A, 209(5-6), 327-332.