Prediction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions

In this paper we argue that even if a dynamic relationship can be well described by a deterministic system, retrieving this relationship from an empirical time series has to take into account some, although possiblu very small measurement error in the observations. Therefore, measuring the initial conditions for predictions may become much more difficult since one now has a combination of deterministic and stochastic elements.

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Year of publication:	1998
Authors:	Guegan, D. ; Tschernig, R.
Subject:	TIME SERIES \| MEASUREMENT \| FORECASTS

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Type of publication:	Book / Working Paper
Notes:	16 pages
Classification:	C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005780776