On detecting predictability of one-sided sequences
We consider predicting and predictability for discrete time processes in a pathwise setting where only a sole one-sided semi-infinite sequence of past values is available, and where statistical properties of the ensemble of the paths are unknown. We obtain some sufficient conditions of predictabilit...
| Main Author: | |
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| Format: | Journal Article |
| Published: |
2017
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| Online Access: | http://hdl.handle.net/20.500.11937/52337 |
| _version_ | 1848758904174936064 |
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| author | Dokuchaev, Nikolai |
| author_facet | Dokuchaev, Nikolai |
| author_sort | Dokuchaev, Nikolai |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | We consider predicting and predictability for discrete time processes in a pathwise setting where only a sole one-sided semi-infinite sequence of past values is available, and where statistical properties of the ensemble of the paths are unknown. We obtain some sufficient conditions of predictability in the terms of degeneracy of frequency characteristics representing one-sided modifications of the Z-transform. These characteristics are defined for one-sided semi-infinite sequences representing of the past values. Some predictors are discussed. |
| first_indexed | 2025-11-14T09:51:24Z |
| format | Journal Article |
| id | curtin-20.500.11937-52337 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T09:51:24Z |
| publishDate | 2017 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-523372018-11-29T03:36:42Z On detecting predictability of one-sided sequences Dokuchaev, Nikolai We consider predicting and predictability for discrete time processes in a pathwise setting where only a sole one-sided semi-infinite sequence of past values is available, and where statistical properties of the ensemble of the paths are unknown. We obtain some sufficient conditions of predictability in the terms of degeneracy of frequency characteristics representing one-sided modifications of the Z-transform. These characteristics are defined for one-sided semi-infinite sequences representing of the past values. Some predictors are discussed. 2017 Journal Article http://hdl.handle.net/20.500.11937/52337 10.1016/j.dsp.2016.11.002 fulltext |
| spellingShingle | Dokuchaev, Nikolai On detecting predictability of one-sided sequences |
| title | On detecting predictability of one-sided sequences |
| title_full | On detecting predictability of one-sided sequences |
| title_fullStr | On detecting predictability of one-sided sequences |
| title_full_unstemmed | On detecting predictability of one-sided sequences |
| title_short | On detecting predictability of one-sided sequences |
| title_sort | on detecting predictability of one-sided sequences |
| url | http://hdl.handle.net/20.500.11937/52337 |