Details

Autor(en) / Beteiligte

• Martín, M.T.
• Plastino, A.
• Vampa, V.
• Judge, G.

Titel

A parametric, information-theory model for predictions in time series

Ist Teil von

• Physica A, 2014-07, Vol.405, p.63-69

Ort / Verlag

Elsevier B.V

Erscheinungsjahr

2014

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• 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. •Economic, chaotic time-series are analyzed with information theory methods.•The maximum entropy principle is appealed to.•Predictions concerning the Dow-Jones series are made.