期刊
MATHEMATICAL PROBLEMS IN ENGINEERING
卷 2010, 期 -, 页码 -出版社
HINDAWI LTD
DOI: 10.1155/2010/397454
关键词
-
资金
- National Natural Science Foundation of China (NSFC) [60573125, 60873264, 60703112, 60873168]
- National High Technology Research and Development Program (863) of China [2009AA01Z418]
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.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据