A measure of time series' predictability
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M. A. Kaboudan
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Article
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1999
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John Wiley and Sons
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English
โ 137 KB
๐ 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