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Original Articles

Predictive information and distance between past and future of a time series

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Pages 8230-8235 | Received 31 Aug 2015, Accepted 06 Apr 2016, Published online: 08 May 2017

References

  • Akaike, H. (1974). Markovian representation of stochastic process and its application to the analysis of autoregressive moving average processes. Ann. Inst. Stat. Math. 26:363–387.
  • Anderson, T.W. (1958). An Introduction to Multivariate Statistical Analysis. New York: John Wiley & Sons, Inc.
  • Deng, C.Y. (2007). On the minimum gap and the angle between two subspaces. J. Comput. Appl. Math. 206:625–630.
  • Pourahmadi, M. (2001). Foundations of Time Series Analysis and Prediction Theory. New York: Wiley-Interscience.
  • Van Overschee, P., De Moor, B. (1996). Subspace Identification for Linear Systems: Theory Implementation Applications. Boston: Kluwer Academic Publishers.

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