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Predictability in time series

Publication ,  Journal Article
Salvino, LW; Cawley, R; Grebogi, C; Yorke, JA
Published in: Physics Letters A
December 25, 1995

We introduce a technique to characterize and measure predictability in time series. The technique allows one to formulate precisely a notion of the predictable component of given time series. We illustrate our method for both numerical and experimental time series data. © 1995.

Duke Scholars

Published In

Physics Letters A

DOI

ISSN

0375-9601

Publication Date

December 25, 1995

Volume

209

Issue

5-6

Start / End Page

327 / 332

Related Subject Headings

  • Fluids & Plasmas
  • 51 Physical sciences
  • 49 Mathematical sciences
  • 02 Physical Sciences
  • 01 Mathematical Sciences
 

Citation

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Salvino, L. W., Cawley, R., Grebogi, C., & Yorke, J. A. (1995). Predictability in time series. Physics Letters A, 209(5–6), 327–332. https://doi.org/10.1016/0375-9601(95)00871-3
Salvino, L. W., R. Cawley, C. Grebogi, and J. A. Yorke. “Predictability in time series.” Physics Letters A 209, no. 5–6 (December 25, 1995): 327–32. https://doi.org/10.1016/0375-9601(95)00871-3.
Salvino LW, Cawley R, Grebogi C, Yorke JA. Predictability in time series. Physics Letters A. 1995 Dec 25;209(5–6):327–32.
Salvino, L. W., et al. “Predictability in time series.” Physics Letters A, vol. 209, no. 5–6, Dec. 1995, pp. 327–32. Scopus, doi:10.1016/0375-9601(95)00871-3.
Salvino LW, Cawley R, Grebogi C, Yorke JA. Predictability in time series. Physics Letters A. 1995 Dec 25;209(5–6):327–332.
Journal cover image

Published In

Physics Letters A

DOI

ISSN

0375-9601

Publication Date

December 25, 1995

Volume

209

Issue

5-6

Start / End Page

327 / 332

Related Subject Headings

  • Fluids & Plasmas
  • 51 Physical sciences
  • 49 Mathematical sciences
  • 02 Physical Sciences
  • 01 Mathematical Sciences