IFLP 13074
INSTITUTO DE FISICA LA PLATA
Unidad Ejecutora - UE
artículos
Título:
A parametric, information-theory model for predictions in time series
Autor/es:
M.T. MARTIN; A. PLASTINO
Revista:
PHYSICA A - STATISTICAL AND THEORETICAL PHYSICS
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Lugar: Amsterdam; Año: 2014 p. 63 - 69
ISSN:
0378-4371
Resumen:
In this work, a method based on information theory is developed to make predictions from a sample of nonlinear time series data. Numerical examples are given to illustrate the effectiveness of the proposed method.
