Wavelet entropy-based evaluation of intrinsic predictability of time series

Intrinsic predictability is imperative to quantify inherent information contained in a time series and assists in evaluating the performance of different forecasting methods to get the best possible prediction. Model forecasting performance is the measure of the probability of success. Nevertheless,...

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Veröffentlicht in:	Chaos (Woodbury, N.Y.) N.Y.), 2020-03, Vol.30 (3), p.033117-033117
Hauptverfasser:	Guntu, Ravi Kumar, Yeditha, Pavan Kumar, Rathinasamy, Maheswaran, Perc, Matjaž, Marwan, Norbert, Kurths, Jürgen, Agarwal, Ankit
Format:	Artikel
Sprache:	eng
Schlagworte:	Energy distribution Entropy Entropy (Information theory) Forecasting Forecasting techniques Heat of transformation Mathematical models Noise Performance evaluation Reliability analysis Time series Wavelet transforms White noise
Online-Zugang:	Volltext
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