Time Series Prediction and the Power Spectrum
Tohru Ozaki · 2012
From the beginning of human history, the prediction of important dynamic phenomena in everyday life, such as the trajectory of the sun and the moon, attracted people’s (not only scientists’) strong attention. Naturally, people are interested in nding an explanation and the rule of dynamic change so that they can predict the future of the phenomena exactly. The philosophical proposition that every event, decision, and action, including human cognition and behavior, is causally determined by an initial state of the universe and common universal rules is called determinism. The opposite view is called indeterminism. Laplace strongly believed in causal determinism, which is translated in the following quotation from the introduction to his original essay (Laplace 1814, p. 4): This intellect is often referred to (later by biographers) as Laplace’s demon. Laplace must have recognized that an enormous calculating power and a signicant progress in science would still be needed to compute it all in a single instant.