A Mathematical Framework for Quantifying Predictability Through Relative Entropy

• 1 January 2002
• journal article
• Published by International Press of Boston in Methods and Applications of Analysis
• Vol. 9  (3) , 425-444
• https://doi.org/10.4310/maa.2002.v9.n3.a8

Abstract

Keywords

• QUANTIFYING PREDICTABILITY
• MATHEMATICAL FRAMEWORK
• RELATIVE ENTROPY
• PREDICTABILITY THROUGH RELATIVE