2016/01/24 by Nikolai Dokuchaev, Dokuchaev, Nikolai
Computer Science · #42A38 #93E10 #Bayesian Methods and Mixture Models #Computability, Logic, AI Algorithms #FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Probability (math.PR) #Rough Sets and Fuzzy Logic
paper · pdf · doi:10.48550/arxiv.1601.06396
openalex publication_date 2016/01/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The paper studies discrete time processes and their predictability and randomness in deterministic pathwise setting, without using probabilistic assumptions on the ensemble. We suggest some approaches to quantification of randomness based on frequency analysis of two-sided and one-sided sequences. In addition, the paper suggests an extension of the notion of bandlimitiness on one-sided sequences and a procedure allowing to represent an one-sided sequence as a sum of left-bandlimited and predictable sequences and a non-reducible noise.