کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10526757 | 958516 | 2005 | 6 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Limitations on intermittent forecasting
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Bailey showed that the general pointwise forecasting for stationary and ergodic time series has a negative solution. However, it is known that for Markov chains the problem can be solved. Morvai showed that there is a stopping time sequence {λn} such that P(Xλn+1=1|X0,â¦,Xλn) can be estimated from samples (X0,â¦,Xλn) such that the difference between the conditional probability and the estimate vanishes along these stoppping times for all stationary and ergodic binary time series. We will show it is not possible to estimate the above conditional probability along a stopping time sequence for all stationary and ergodic binary time series in a pointwise sense such that if the time series turns out to be a Markov chain, the predictor will predict eventually for all n.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 72, Issue 4, 15 May 2005, Pages 285-290
Journal: Statistics & Probability Letters - Volume 72, Issue 4, 15 May 2005, Pages 285-290
نویسندگان
Gusztáv Morvai, Benjamin Weiss,