Metric Entropy and the Optimal Prediction of Chaotic Signals.

Divakar Viswanath Xuan Liang Kirill Serkh

Published in: SIAM J. Appl. Dyn. Syst. (2013)

Keyphrases

prediction accuracy
signal processing
optimal solution
prediction model
worst case
information theory
minimum error
metric space
prediction error
prediction algorithm
mutual information
similarity measure
blind source separation
heart rate
joint optimization
normalized mutual information
expected loss