On the limits of probabilistic forecasting in nonlinear time series analysis II: Differential entropy.
Sign Up to like & getrecommendations! Published in 2017 at "Chaos"
DOI: 10.1063/1.4986394
Abstract: In a previous paper, the authors studied the limits of probabilistic prediction in nonlinear time series analysis in a perfect model scenario, i.e., in the ideal case that the uncertainty of an otherwise deterministic model… read more here.
Keywords: time series; entropy; limits probabilistic; series analysis ... See more keywords