Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 523, Issue -, Pages 345-351Publisher
ELSEVIER
DOI: 10.1016/j.physa.2019.02.006
Keywords
Predictability; Human mobility; Time series
Categories
Funding
- National Natural Science Foundation of China [61433014, 61673085, 61603074]
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The method to estimate the predictability of human mobility was proposed in Song et al. (2010), which is extensively followed in exploring the predictability of disparate time series. However, the ambiguous description in the original paper leads to some misunderstandings, including the inconsistent logarithm bases in the entropy estimator and the entropy-predictability-conversion equation, as well as the details in the calculation of the Lempel-Ziv estimator, which further results in remarkably overestimated predictability. This paper demonstrates the degree of overestimation by four different types of theoretically generated time series and an empirical data set, and shows the intrinsic deviation of the Lempel-Ziv estimator for highly random time series. This work provides a clear picture on this issue and thus helps researchers in correctly estimating the predictability of time series. (C) 2019 Elsevier B.V. All rights reserved.
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