On detecting predictability of one-sided sequences
| dc.contributor.author | Dokuchaev, Nikolai | |
| dc.date.accessioned | 2017-04-28T13:58:29Z | |
| dc.date.available | 2017-04-28T13:58:29Z | |
| dc.date.created | 2017-04-28T09:06:07Z | |
| dc.date.issued | 2017 | |
| dc.identifier.citation | Dokuchaev, N. 2017. On detecting predictability of one-sided sequences. Digital Signal Processing: A Review Journal. 62: pp. 26-29. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/52337 | |
| dc.identifier.doi | 10.1016/j.dsp.2016.11.002 | |
| dc.description.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. | |
| dc.title | On detecting predictability of one-sided sequences | |
| dc.type | Journal Article | |
| dcterms.source.volume | 62 | |
| dcterms.source.startPage | 26 | |
| dcterms.source.endPage | 29 | |
| dcterms.source.issn | 1051-2004 | |
| dcterms.source.title | Digital Signal Processing: A Review Journal | |
| curtin.department | Department of Mathematics and Statistics | |
| curtin.accessStatus | Open access |