On predictors for band-limited and high-frequency time series
On predictors for band-limited and high-frequency time series
复制标题
关于带限和高频时间序列的预测器
DOI：
10.1016/j.sigpro.2012.04.006
复制
发表时间：
2011
期刊：
影响因子：
--
通讯作者：
N. Dokuchaev
中科院分区：
文献类型：
--
作者：
N. Dokuchaev
在确定性环境下研究了离散时间过程的路径可预报性和预报因子。建议用过去时间的卷积和来近似未来时间的卷积和。结果表明，所有的带限过程是可预测的，在这个意义上，以及在低频率的零能量的高频过程。此外，如果混合型过程存在理想的低通滤波器，则仍然可以预测该过程。
Pathwise predictability and predictors for discrete time processes are studied in deterministic setting. It is suggested to approximate convolution sums over future times by convolution sums over past time. It is shown that all band-limited processes are predictable in this sense, as well as high-frequency processes with zero energy at low frequencies. In addition, a process of mixed type still can be predicted if an ideal low-pass filter exists for this process.