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

M.T. Martín, A. Plastino, V. Vampa and George Judge ()

Physica A: Statistical Mechanics and its Applications, 2014, vol. 405, issue C, 63-69

Abstract: 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.

Keywords: Time series; Information theory; Parametric Inference (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:405:y:2014:i:c:p:63-69

DOI: 10.1016/j.physa.2014.02.055

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