Predictability in time series

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

Research output: Contribution to journalArticlepeer-review

11 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

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