On predictability of time series
Author
Abstract
Suggested Citation
DOI: 10.1016/j.physa.2019.02.006
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Zhang, Lin & Liu, Yani & Wu, Ye & Xiao, Jinghua, 2014. "Analysis of the origin of predictability in human communications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 513-518.
- Luca Pappalardo & Filippo Simini & Salvatore Rinzivillo & Dino Pedreschi & Fosca Giannotti & Albert-László Barabási, 2015. "Returners and explorers dichotomy in human mobility," Nature Communications, Nature, vol. 6(1), pages 1-8, November.
- Pawe{l} Fiedor, 2013. "Frequency Effects on Predictability of Stock Returns," Papers 1310.5540, arXiv.org, revised Nov 2013.
- Xiao-Yong Yan & Wen-Xu Wang & Zi-You Gao & Ying-Cheng Lai, 2017. "Universal model of individual and population mobility on diverse spatial scales," Nature Communications, Nature, vol. 8(1), pages 1-9, December.
- Jingyuan Wang & Yu Mao & Jing Li & Zhang Xiong & Wen-Xu Wang, 2015. "Predictability of Road Traffic and Congestion in Urban Areas," PLOS ONE, Public Library of Science, vol. 10(4), pages 1-12, April.
- Yu-Zhong Chen & Zi-Gang Huang & Shouhuai Xu & Ying-Cheng Lai, 2015. "Spatiotemporal Patterns and Predictability of Cyberattacks," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-19, May.
- Yang, Zimo & Lian, Defu & Yuan, Nicholas Jing & Xie, Xing & Rui, Yong & Zhou, Tao, 2017. "Indigenization of urban mobility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 232-243.
- Daniel Austin & Robin M Cross & Tamara Hayes & Jeffrey Kaye, 2014. "Regularity and Predictability of Human Mobility in Personal Space," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-8, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- He, Yifan & Zhao, Chen & Zeng, An, 2022. "Ranking locations in a city via the collective home-work relations in human mobility data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 608(P1).
- Dong, Bing & Liu, Yapan & Fontenot, Hannah & Ouf, Mohamed & Osman, Mohamed & Chong, Adrian & Qin, Shuxu & Salim, Flora & Xue, Hao & Yan, Da & Jin, Yuan & Han, Mengjie & Zhang, Xingxing & Azar, Elie & , 2021. "Occupant behavior modeling methods for resilient building design, operation and policy at urban scale: A review," Applied Energy, Elsevier, vol. 293(C).
- Chen, Ya & Li, Xue & Zhang, Richong & Huang, Zi-Gang & Lai, Ying-Cheng, 2020. "Instantaneous success and influence promotion in cyberspace — how do they occur?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 556(C).
- Disheng Yi & Yusi Liu & Jiahui Qin & Jing Zhang, 2020. "Identifying Urban Traveling Hotspots Using an Interaction-Based Spatio-Temporal Data Field and Trajectory Data: A Case Study within the Sixth Ring Road of Beijing," Sustainability, MDPI, vol. 12(22), pages 1-20, November.
- Matteo Böhm & Mirco Nanni & Luca Pappalardo, 2022. "Gross polluters and vehicle emissions reduction," Nature Sustainability, Nature, vol. 5(8), pages 699-707, August.
- Su, Rongxiang & Xiao, Jingyi & McBride, Elizabeth C. & Goulias, Konstadinos G., 2021. "Understanding senior's daily mobility patterns in California using human mobility motifs," Journal of Transport Geography, Elsevier, vol. 94(C).
- Li, Xueyan & Qiu, Heting & Yang, Yanni & Zhang, Hankun, 2022. "Differentiated fares depend on bus line and time for urban public transport network based on travelers’ day-to-day group behavior," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
- Huang, Feihu & Qiao, Shaojie & Peng, Jian & Guo, Bing & Xiong, Xi & Han, Nan, 2019. "A movement model for air passengers based on trip purpose," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 798-808.
- Paweł Fiedor, 2014.
"Information-theoretic approach to lead-lag effect on financial markets,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(8), pages 1-9, August.
- Pawe{l} Fiedor, 2014. "Information-theoretic approach to lead-lag effect on financial markets," Papers 1402.3820, arXiv.org.
- Chen, Yong & Geng, Maosi & Zeng, Jiaqi & Yang, Di & Zhang, Lei & Chen, Xiqun (Michael), 2023. "A novel ensemble model with conditional intervening opportunities for ride-hailing travel mobility estimation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 628(C).
- Binghong Pan & Shasha Luo & Jinfeng Ying & Yang Shao & Shangru Liu & Xiang Li & Jiaqi Lei, 2021. "Evaluation and Analysis of CFI Schemes with Different Length of Displaced Left-Turn Lanes with Entropy Method," Sustainability, MDPI, vol. 13(12), pages 1-27, June.
- Fiedor, Paweł, 2014. "Sector strength and efficiency on developed and emerging financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 180-188.
- Mohammadi, Neda & Taylor, John E., 2017. "Urban energy flux: Spatiotemporal fluctuations of building energy consumption and human mobility-driven prediction," Applied Energy, Elsevier, vol. 195(C), pages 810-818.
- Xiaomei Lin & Yusak O. Susilo & Chunfu Shao & Chengxi Liu, 2018. "The Implication of Road Toll Discount for Mode Choice: Intercity Travel during the Chinese Spring Festival Holiday," Sustainability, MDPI, vol. 10(8), pages 1-16, August.
- Xuenan Ju & Baowen Sun & Jieying Jin, 2018. "The Effect of New Energy Vehicle Policies on Traffic Congestion: Evidence from Beijing," Business and Management Research, Business and Management Research, Sciedu Press, vol. 7(4), pages 9-21, December.
- Shouhuai Xu & Moti Yung & Jingguo Wang, 2021. "Seeking Foundations for the Science of Cyber Security," Information Systems Frontiers, Springer, vol. 23(2), pages 263-267, April.
- Meng, Xin & Guo, Mingxue & Gao, Ziyou & Yang, Zhenzhen & Yuan, Zhilu & Kang, Liujiang, 2022. "The effects of Wuhan highway lockdown measures on the spread of COVID-19 in China," Transport Policy, Elsevier, vol. 117(C), pages 169-180.
- He, Zhengbing, 2020. "Spatial-temporal fractal of urban agglomeration travel demand," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
- Yang, Xiong & Zhuge, Chengxiang & Shao, Chunfu & Huang, Yuantan & Hayse Chiwing G. Tang, Justin & Sun, Mingdong & Wang, Pinxi & Wang, Shiqi, 2022. "Characterizing mobility patterns of private electric vehicle users with trajectory data," Applied Energy, Elsevier, vol. 321(C).
- Jincheng Jiang & Jinsong Chen & Wei Tu & Chisheng Wang, 2019. "A Novel Effective Indicator of Weighted Inter-City Human Mobility Networks to Estimate Economic Development," Sustainability, MDPI, vol. 11(22), pages 1-18, November.
More about this item
Keywords
Predictability; Human mobility; Time series;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:523:y:2019:i:c:p:345-351. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.