Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies
The paper presents sufficient conditions of predictability for continuous time processes in deterministic setting. We found that processes with exponential decay on energy for higher frequencies are predictable in some weak sense on some finite time horizon defined by the rate of decay. Moreover, th...
| Main Author: | |
|---|---|
| Format: | Journal Article |
| Published: |
Elsevier BV
2010
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/9261 |
| _version_ | 1848745898047176704 |
|---|---|
| author | Dokuchaev, Nikolai |
| author_facet | Dokuchaev, Nikolai |
| author_sort | Dokuchaev, Nikolai |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | The paper presents sufficient conditions of predictability for continuous time processes in deterministic setting. We found that processes with exponential decay on energy for higher frequencies are predictable in some weak sense on some finite time horizon defined by the rate of decay. Moreover, this predictability can be achieved uniformly over classes of processes. Some explicit formulas for predictors are suggested. |
| first_indexed | 2025-11-14T06:24:40Z |
| format | Journal Article |
| id | curtin-20.500.11937-9261 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:24:40Z |
| publishDate | 2010 |
| publisher | Elsevier BV |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-92612017-01-30T11:11:35Z Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies Dokuchaev, Nikolai forecasting spectral analysis nonparametric methods The paper presents sufficient conditions of predictability for continuous time processes in deterministic setting. We found that processes with exponential decay on energy for higher frequencies are predictable in some weak sense on some finite time horizon defined by the rate of decay. Moreover, this predictability can be achieved uniformly over classes of processes. Some explicit formulas for predictors are suggested. 2010 Journal Article http://hdl.handle.net/20.500.11937/9261 Elsevier BV restricted |
| spellingShingle | forecasting spectral analysis nonparametric methods Dokuchaev, Nikolai Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies |
| title | Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies |
| title_full | Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies |
| title_fullStr | Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies |
| title_full_unstemmed | Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies |
| title_short | Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies |
| title_sort | predictability on finite horizon for processes with exponential decrease of energy on higher frequencies |
| topic | forecasting spectral analysis nonparametric methods |
| url | http://hdl.handle.net/20.500.11937/9261 |