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Predictability


Predictability at a time tau in the future is defined by

 (R(x(t),x(t+tau)))/(H(x(t))),

and linear predictability by

 (L(x(t),x(t+tau)))/(H(x(t))),

where R and L are the redundancy and linear redundancy, and H is the entropy.


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Cite this as:

Weisstein, Eric W. "Predictability." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Predictability.html

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