Model-free quantification of time-series predictability

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 90, Issue 5, 2014, Pages

  Garland, Joshua ^a   James, Ryan ^a   Bradley, Elizabeth ^a,b  

^a UCB 450   (United States)

^b SANTA FE INSTITUTE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ENTROPY; FORECASTING; HEURISTIC METHODS; REDUNDANCY;

FORECAST MODEL; INHERENT COMPLEXITY; NON-STATIONARITIES; PERMUTATION ENTROPY; PREDICTION METHODS; PREDICTIVE STRUCTURES; TIME-SERIES DATA; TIME-SERIES PREDICTABILITIES;

TIME SERIES;

EID: 84912572338     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.90.052910     Document Type: Article

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