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BALANCE, A program to compare the means of two series of measurements

โœ Scribed by C.S. Gutteridge


Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
285 KB
Volume
4
Category
Article
ISSN
0165-9936

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A measure of time series' predictability
โœ M. A. Kaboudan ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 137 KB ๐Ÿ‘ 2 views

Based on the standard genetic programming (GP) paradigm, we introduce a new probability measure of time series' predictability. It is computed as a ratio of two ยฎtness values (SSE) from GP runs. One value belongs to a subject series, while the other belongs to the same series after it is randomly sh