Predictability: a way to characterize complexity
نویسندگان
چکیده
منابع مشابه
Predictability, Complexity, and Learning
We define predictive information I(pred)(T) as the mutual information between the past and the future of a time series. Three qualitatively different behaviors are found in the limit of large observation times T:I(pred)(T) can remain finite, grow logarithmically, or grow as a fractional power law. If the time series allows us to learn a model with a finite number of parameters, then I(pred)(T) ...
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ژورنال
عنوان ژورنال: Physics Reports
سال: 2002
ISSN: 0370-1573
DOI: 10.1016/s0370-1573(01)00025-4