Journal
MATHEMATICAL PROBLEMS IN ENGINEERING
Volume 2010, Issue -, Pages -Publisher
HINDAWI LTD
DOI: 10.1155/2010/397454
Keywords
-
Funding
- National Natural Science Foundation of China (NSFC) [60573125, 60873264, 60703112, 60873168]
- National High Technology Research and Development Program (863) of China [2009AA01Z418]
Ask authors/readers for more resources
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.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available