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On determining the prediction limits of mathematical models for time series
Uppsala University, Disciplinary Domain of Science and Technology, Physics, Department of Physics and Astronomy, Applied Nuclear Physics.
Uppsala University, Disciplinary Domain of Science and Technology, Physics, Department of Physics and Astronomy, Applied Nuclear Physics.
Uppsala University, Disciplinary Domain of Science and Technology, Physics, Department of Physics and Astronomy, Applied Nuclear Physics.
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Number of Authors: 11112016 (English)In: Journal of Instrumentation, ISSN 1748-0221, E-ISSN 1748-0221, Vol. 11, article id C07013Article in journal (Refereed) Published
Abstract [en]

Prediction is one of the main objectives of scientific analysis and it refers to both modelling and forecasting. The determination of the limits of predictability is an important issue of both theoretical and practical relevance. In the case of modelling time series, reached a certain level in performance in either modelling or prediction, it is often important to assess whether all the information available in the data has been exploited or whether there are still margins for improvement of the tools being developed. In this paper, an information theoretic approach is proposed to address this issue and quantify the quality of the models and/or predictions. The excellent properties of the proposed indicator have been proved with the help of a systematic series of numerical tests and a concrete example of extreme relevance for nuclear fusion.

Place, publisher, year, edition, pages
IOP PUBLISHING LTD , 2016. Vol. 11, article id C07013
Keywords [en]
Analysis and statistical methods, Data processing methods, Pattern recognition, cluster finding, calibration and fitting methods
National Category
Accelerator Physics and Instrumentation
Identifiers
URN: urn:nbn:se:uu:diva-400374DOI: 10.1088/1748-0221/11/07/C07013ISI: 000387761700013OAI: oai:DiVA.org:uu-400374DiVA, id: diva2:1381167
Conference
4th International Conference on Frontiers in Diagnostics Technologies, MAR 30-APR 01, 2016, Frascati, ITALY
Note

For complete list of authors see http://dx.doi.org/10.1088/1748-0221/11/07/C07013

Available from: 2019-12-20 Created: 2019-12-20 Last updated: 2019-12-20Bibliographically approved

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Andersson Sundén, ErikBinda, FedericoCecconello, MarcoConroy, SeanDzysiuk, NataliiaEricsson, GöranEriksson, JacobHellesen, CarlHjalmarsson, AndersPossnert, GöranSjöstrand, HenrikSkiba, MateuszWeiszflog, Matthias

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Andersson Sundén, ErikBinda, FedericoCecconello, MarcoConroy, SeanDzysiuk, NataliiaEricsson, GöranEriksson, JacobHellesen, CarlHjalmarsson, AndersPossnert, GöranSjöstrand, HenrikSkiba, MateuszWeiszflog, Matthias
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Applied Nuclear Physics
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Journal of Instrumentation
Accelerator Physics and Instrumentation

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