On detecting predictability of one-sided sequences
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
ISSN
School
Department of Mathematics and Statistics
Collection
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