Predictability at a time in the future is defined by
and linear predictability by
where
and
are the redundancy and linear
redundancy, and
is the entropy.
Predictability at a time in the future is defined by
and linear predictability by
where
and
are the redundancy and linear
redundancy, and
is the entropy.
Weisstein, Eric W. "Predictability." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Predictability.html