| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 977323 | Physica A: Statistical Mechanics and its Applications | 2014 | 7 Pages |
Abstract
•Economic, chaotic time-series are analyzed with information theory methods.•The maximum entropy principle is appealed to.•Predictions concerning the Dow-Jones series are made.
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
M.T. Martín, A. Plastino, V. Vampa, G. Judge,