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Maximum Entropy, Time Series and Statistical Inference

2007/09/10 by R. Kariotis, Robert Kariotis, Kariotis, Robert
Computer Science · Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Data Analysis #FOS: Physical sciences #Neural Networks and Applications #Statistical Mechanics and Entropy #Statistics and Probability (physics.data-an) #physics.data-an

paper · pdf · doi:10.48550/arxiv.0709.1504

arxiv created 2007/09/10 · openalex publication_date 2007/09/10 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

A brief discussion is given of the traditional version of the Maximum Entropy Method, including a review of some of the criticism that has been made in regard to its use in statistical inference. Motivated by these questions, a modified version of the method is proposed and applied to a simple problem, demonstrating its use in inference.

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