On predictors for band-limited and high-frequency time series
Pathwise predictability and predictors for discrete time processes are studied in deterministic setting. It is suggested to approximate convolution sums over future times by convolution sums over past time. It is shown that all band-limited processes are predictable in this sense, as well as high-fr...
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| Format: | Journal Article |
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Elsevier BV
2012
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| Online Access: | http://hdl.handle.net/20.500.11937/33373 |
| _version_ | 1848753928241414144 |
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| author | Dokuchaev, Nikolai |
| author_facet | Dokuchaev, Nikolai |
| author_sort | Dokuchaev, Nikolai |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | Pathwise predictability and predictors for discrete time processes are studied in deterministic setting. It is suggested to approximate convolution sums over future times by convolution sums over past time. It is shown that all band-limited processes are predictable in this sense, as well as high-frequency processes with zero energy at low frequencies. In addition, a process of mixed type still can be predicted if an ideal low-pass filter exists for this process. |
| first_indexed | 2025-11-14T08:32:18Z |
| format | Journal Article |
| id | curtin-20.500.11937-33373 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:32:18Z |
| publishDate | 2012 |
| publisher | Elsevier BV |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-333732017-09-13T16:07:33Z On predictors for band-limited and high-frequency time series Dokuchaev, Nikolai non-parametric forecast z-transform band-limited processes spectral methods prediction low-pass filters Pathwise predictability and predictors for discrete time processes are studied in deterministic setting. It is suggested to approximate convolution sums over future times by convolution sums over past time. It is shown that all band-limited processes are predictable in this sense, as well as high-frequency processes with zero energy at low frequencies. In addition, a process of mixed type still can be predicted if an ideal low-pass filter exists for this process. 2012 Journal Article http://hdl.handle.net/20.500.11937/33373 10.1016/j.sigpro.2012.04.006 Elsevier BV fulltext |
| spellingShingle | non-parametric forecast z-transform band-limited processes spectral methods prediction low-pass filters Dokuchaev, Nikolai On predictors for band-limited and high-frequency time series |
| title | On predictors for band-limited and high-frequency time series |
| title_full | On predictors for band-limited and high-frequency time series |
| title_fullStr | On predictors for band-limited and high-frequency time series |
| title_full_unstemmed | On predictors for band-limited and high-frequency time series |
| title_short | On predictors for band-limited and high-frequency time series |
| title_sort | on predictors for band-limited and high-frequency time series |
| topic | non-parametric forecast z-transform band-limited processes spectral methods prediction low-pass filters |
| url | http://hdl.handle.net/20.500.11937/33373 |