Equivalence between Time Series Predictability and Bayes Error Rate.

En Xu Tao Zhou Zhiwen Yu Zhuo Sun Bin Guo

Published in: CoRR (2022)

Keyphrases

bayes error rate
conditional entropy
lower bound
dynamic time warping
error rate
non stationary
temporal patterns
symbolic representation
pattern recognition
moving average
financial time series
multivariate time series
stock price
computer vision
data mining tasks
information theory
chronic hepatitis