An extension of the application of information theory to forecasting
Hiroshi Ohta, Hiroshi Noda, SHT GEO KASE · International Journal of Systems Science · 1975
This paper presents an optimal forecasting technique from the viewpoint of mutua information. The recommended technique challenges the prevailing method based on the lvu-lma-n filter to the optimality, Test results indicate that the former may expand the latter in the effectiveness of forecasting.