On Prediction and Chaos in Stochatic-systems

Yao, Qiwei and Tong, Howell (1994) On Prediction and Chaos in Stochatic-systems. Philosophical Transactions of the Royal Society A: Mathematical, Physical & Engineering Sciences., 348 (1688). pp. 357-369. ISSN 0261-0523. (The full text of this publication is not available from this repository)

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We propose a new measure of sensitivity to initial conditions within a stochastic environment and explore its connection with nonlinear prediction and statistical estimation. We use modern statistical developments to construct and illustrate pointwise predictors and predictive intervals/distributions.

Item Type: Article
Subjects: Q Science > Q Science (General)
Divisions: Faculties > Science Technology and Medical Studies > Centre for Music Technology
Depositing User: P. Ogbuji
Date Deposited: 09 Jun 2009 11:43
Last Modified: 07 May 2014 10:19
Resource URI: https://kar.kent.ac.uk/id/eprint/20119 (The current URI for this page, for reference purposes)
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