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    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
    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
    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.

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