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    On predictors for band-limited and high-frequency time series

    188273_188273.pdf (147.2Kb)
    Access Status
    Open access
    Authors
    Dokuchaev, Nikolai
    Date
    2012
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Dokuchaev, Nikolai. 2012. On predictors for band-limited and high-frequency time series. Signal Processing. 92 (10): pp. 2571-2575.
    Source Title
    Signal Processing
    DOI
    10.1016/j.sigpro.2012.04.006
    ISSN
    01651684
    URI
    http://hdl.handle.net/20.500.11937/33373
    Collection
    • Curtin Research Publications
    Abstract

    Pathwise predictability and predictors for discrete time processes are studied in deterministic setting. It is suggested to approximate convolution sums over future times by convolution sums over past time. It is shown that all band-limited processes are predictable in this sense, as well as high-frequency processes with zero energy at low frequencies. In addition, a process of mixed type still can be predicted if an ideal low-pass filter exists for this process.

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