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.

Predictability in time series. / Salvino, L W ; Cawley, R ; Grebogi, C ; Yorke, J A .

In: Physics Letters A, Vol. 209, No. 5-6, 25.12.1995, p. 327-332.

Research output: Contribution to journalArticle

Salvino, LW, Cawley, R, Grebogi, C & Yorke, JA 1995, 'Predictability in time series', Physics Letters A, vol. 209, no. 5-6, pp. 327-332.
Salvino LW, Cawley R, Grebogi C, Yorke JA. Predictability in time series. Physics Letters A. 1995 Dec 25;209(5-6):327-332.
Salvino, L W ; Cawley, R ; Grebogi, C ; Yorke, J A . / Predictability in time series. In: Physics Letters A. 1995 ; Vol. 209, No. 5-6. pp. 327-332.
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