Equivalence between time series predictability and Bayes error rate
Equivalence between time series predictability and Bayes error rate
Abstract Predictability is an emerging metric that quantifies the highest possible prediction accuracy for a given time series, being widely utilized in assessing known prediction algorithms and characterizing intrinsic regularities in human behaviors. Lately, increasing criticisms aim at the inaccuracy of the estimated predictability, caused by the original entropy-based method. …