On the limits of probabilistic forecasting in nonlinear time series analysis II: Differential entropy

DOI10.1063/1.4986394OpenAlexW2750951965WikidataQ38597681 ScholiaQ38597681MaRDI QIDQ4644266

Yoshito Hirata, Kazuyuki Aihara, José María Amigó

Publication date: 30 May 2018

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4986394

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Unnamed Item
• On entropy, entropy-like quantities, and applications
• Why computers like Lebesgue measure
• Ergodic theory of chaos and strange attractors
• On the limits of probabilistic forecasting in nonlinear times series analysis
• Elements of Information Theory