Metric Entropy and the Optimal Prediction of Chaotic Signals

Divakar Viswanath, Xuan Liang, Kirill Serkh

Suppose we are given a time series or a signal $x(t)$ for $0\le t\le T$. We consider the problem of predicting the signal in the interval $T<t\le T+t_f$ from a knowledge of it…