Predictors for discrete time processes with energy decay on higher frequencies
The predictability of discrete-time processes is studied in a deterministic setting. A family of one-step-aheadpredictors is suggested for processes of which the energy decays at higher frequencies. For such processes, theprediction error can be made arbitrarily small. The predictions can be robust...
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| Format: | Journal Article |
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IEEE
2012
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| Online Access: | http://purl.org/au-research/grants/arc/DP120100928 http://hdl.handle.net/20.500.11937/49513 |
| Summary: | The predictability of discrete-time processes is studied in a deterministic setting. A family of one-step-aheadpredictors is suggested for processes of which the energy decays at higher frequencies. For such processes, theprediction error can be made arbitrarily small. The predictions can be robust with respect to the noisecontamination at higher frequencies |
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