提高可预测性评估:对时间序列和网络链接的可预测性措施的概述和分析
Alexandra Bezbochina1, Elizaveta Stavinova1, Anton Kovantsev1
1National Center for Cognitive Research, ITMO University, 16 Birzhevaya Lane, Saint Petersburg 199034, Russia.
Entropy (Basel, Switzerland)
|November 24, 2023
概括
本研究概述了估计时间序列和网络链接可预测性的措施. 在内在可预测性和实现可预测性之间发现了显著的相关性,有助于复杂性评估.
科学领域:
- 数据科学数据科学数据科学
- 时间序列分析时间序列分析
- 网络科学 网络科学
背景情况:
- 有许多措施来量化数据对象的可预测性,例如时间序列和网络链接.
- 预测性评估对于理解数据复杂性和预测潜力至关重要.
研究的目的:
- 提供关于可预测性措施的现有文献的全面概述.
- 从内在 (数据属性) 和实现 (依赖模型) 的角度探索可预测性.
- 调查内在可预测性和实现可预测性之间的关系.
主要方法:
- 在各种数据类型 (时间序列,网络) 中对可预测性措施的文献综述.
- 使用生成和现实世界的时间序列数据进行实验分析.
- 内部和实现的可预测性指标之间的统计相关性分析.
主要成果:
- 时间序列和网络链接的可预测性措施的全面概述.
- 在时间序列数据中的内在可预测性和实现可预测性之间观察到统计学上显著的正相关性.
- 这种关系在5%的显著程度上适用于生成和现实世界的数据集.
结论:
- 内在可预测性和实现可预测性之间的相关性提供了有价值的见解.
- 这一发现对于评估时间序列复杂性和预测准确性具有重要意义.
- 这项研究为理解和测量可预测性提供了一个统一的框架.
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