Title of article :
A parametric, information-theory model for predictions in time series
Author/Authors :
Martيn، نويسنده , , M.T. and Plastino، نويسنده , , A. and Vampa، نويسنده , , V. and Judge، نويسنده , , G.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Abstract :
In this work, a method based on information theory is developed to make predictions from a sample of nonlinear time series data. Numerical examples are given to illustrate the effectiveness of the proposed method.
Keywords :
Information theory , Parametric inference , Time series
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications
