TY  - JOUR
AB  - A technique, called forecast entropy, is proposed to measure the difficulty of forecasting data from an observed time series. When the series is chaotic, this technique can also determine the delay and embedding dimension used in reconstructing an attractor. An ideal random system is defined. An observed time series from the Lorenz system is used to show the results.
VL  - 33
IS  - 5/6
SN  - 0368-492X
DO  - 10.1108/03684920410534056
UR  - https://doi.org/10.1108/03684920410534056
AU  - Yao W.
AU  - Essex C.
AU  - Yu P.
AU  - Davison M.
PY  - 2004
Y1  - 2004/01/01
TI  - Forecast entropy
T2  - Kybernetes
PB  - Emerald Group Publishing Limited
SP  - 1009
EP  - 1015
Y2  - 2024/04/19
ER  -