On the limits of probabilistic forecasting in nonlinear time series analysis II: Differential entropy
Author:
Affiliation:
1. Centro de Investigación Operativa, Universidad Miguel Hernández, 03202 Elche, Spain
2. The Institute of Industrial Science, The University of Tokyo, Tokyo 153-8505, Japan
Funder
Agencia Estatal de Investigacion/FEDER, European Union
Kozo Keikaku Engineering Inc.
Spanish Ministry of Education, Culture and Sport
Publisher
AIP Publishing
Subject
Applied Mathematics,General Physics and Astronomy,Mathematical Physics,Statistical and Nonlinear Physics
Link
http://aip.scitation.org/doi/pdf/10.1063/1.4986394
Reference10 articles.
1. On the limits of probabilistic forecasting in nonlinear times series analysis
2. On entropy, entropy-like quantities, and applications
3. Experimental mathematics: the role of computation in nonlinear science
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