Metric Entropy and the Optimal Prediction of Chaotic Signals

DOI10.1137/110824772zbMath1359.37150arXiv1102.3202OpenAlexW1999381810MaRDI QIDQ2871356

Kirill Serkh, Xuan Liang, Divakar Viswanath

Publication date: 22 January 2014

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.3202

zbMATH Keywords

optimal predictionmetric entropyPadé approximant

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Dynamical systems in numerical analysis (37N30) Prediction theory (aspects of stochastic processes) (60G25)

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