Causal band-limitness and predictability criterions for one-sided sequences

Nikolai Dokuchaev

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arXiv · 1408.5739

Causal band-limitness and predictability criterions for one-sided sequences

Nikolai Dokuchaev

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Abstract

The paper studies frequency characteristics and predictability of real sequences, i.e., discrete time processes in deterministic setting. We consider band-limitness and predictability of one-sided sequences. We establish predictability of some classes of sequences, and we suggest predictors represented by causal convolution sums over past times.

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Nikolai Dokuchaev. 2014-08-25. Causal band-limitness and predictability criterions for one-sided sequences. https://arxiv.org/abs/1408.5739

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