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On the Predictability of Long-Range Dependent Series
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-02-24
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
This paper points out that the predictability analysis of conventional time series may in general be invalid for long-range dependent (LRD) series since the conventional mean-square error (MSE) may generally not exist for predicting LRD series.
To make the MSE of LRD series prediction exist, we introduce a generalized MSE.
With that, the proof of the predictability of LRD series is presented in Hilbert space.
American Psychological Association (APA)
Li, Ming& Li, Jia-Yue. 2010. On the Predictability of Long-Range Dependent Series. Mathematical Problems in Engineering،Vol. 2010, no. 2010, pp.1-9.
https://search.emarefa.net/detail/BIM-468935
Modern Language Association (MLA)
Li, Ming& Li, Jia-Yue. On the Predictability of Long-Range Dependent Series. Mathematical Problems in Engineering No. 2010 (2010), pp.1-9.
https://search.emarefa.net/detail/BIM-468935
American Medical Association (AMA)
Li, Ming& Li, Jia-Yue. On the Predictability of Long-Range Dependent Series. Mathematical Problems in Engineering. 2010. Vol. 2010, no. 2010, pp.1-9.
https://search.emarefa.net/detail/BIM-468935
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-468935