Curtin University Homepage
  • Library
  • Help
    • Log in

    espace - Curtin’s institutional repository

    JavaScript is disabled for your browser. Some features of this site may not work without it.
    View Item 
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item

    On detecting predictability of one-sided sequences

    251431.pdf (211.7Kb)
    Access Status
    Open access
    Authors
    Dokuchaev, Nikolai
    Date
    2017
    Type
    Journal Article
    
    Metadata
    Show full item record
    Abstract

    We consider predicting and predictability for discrete time processes in a pathwise setting where only a sole one-sided semi-infinite sequence of past values is available, and where statistical properties of the ensemble of the paths are unknown. We obtain some sufficient conditions of predictability in the terms of degeneracy of frequency characteristics representing one-sided modifications of the Z-transform. These characteristics are defined for one-sided semi-infinite sequences representing of the past values. Some predictors are discussed.

    Citation
    Dokuchaev, N. 2017. On detecting predictability of one-sided sequences. Digital Signal Processing: A Review Journal. 62: pp. 26-29.
    Source Title
    Digital Signal Processing: A Review Journal
    DOI
    10.1016/j.dsp.2016.11.002
    ISSN
    1051-2004
    School
    Department of Mathematics and Statistics
    URI
    http://hdl.handle.net/20.500.11937/52337
    Collection
    • Curtin Research Publications

    Related items

    Showing items related by title, author, creator and subject.

    • On detecting and quantification of randomness for one-sided sequences
      Dokuchaev, Nikolai (2016)
      The paper studies discrete time processes and their predictability and randomness in deterministic pathwise setting, without using probabilistic assumptions on the ensemble. We suggest some approaches to quantification ...
    • On causal extrapolation of sequences with applications to forecasting
      Dokuchaev, Nikolai (2018)
      The paper suggests a method of extrapolation of notion of one-sided semi-infinite sequences representing traces of two-sided band-limited sequences; this features ensure uniqueness of this extrapolation and possibility ...
    • Causal band-limitness and predictability criterions for one-sided sequences
      Dokuchaev, Nikolai (2014)
      The paper studies frequency characteristics and predictability of real sequences, i.e., discrete time processes in deterministic setting. We consider band-limitness and predictability of one-sided sequences. We establish ...
    Advanced search

    Browse

    Communities & CollectionsIssue DateAuthorsTitlesSubjectsDocument TypesThis CollectionIssue DateAuthorsTitlesSubjectsDocument Types

    My Account

    Log in

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Connect with Curtin

    • 
    • 
    • 
    • 
    • 
    • 
    • 

    CRICOS Provider Code: 00301JABN: 99 143 842 569TEQSA: PRV12158