On prediction and chaos in stochastic systems

Author:

Abstract

We propose a new measure of sensitivity to initial conditions within a stochastic environment and explore its connection with nonlinear prediction and statistical estimation. We use modern statistical developments to construct and illustrate pointwise predictors and predictive intervals/distributions.

Publisher

The Royal Society

Subject

Pharmacology (medical),Complementary and alternative medicine,Pharmaceutical Science

Reference14 articles.

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5. Design-adaptive nonparametric regression. Am. statist;Fan J.;Ass.,1992

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