Predictability limit of partially observed systems.
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ABSTRACT:
SUBMITTER: Abeliuk A
PROVIDER: S-EPMC7687903 | biostudies-literature | 2020 Nov
REPOSITORIES: biostudies-literature
Publications
Predictability limit of partially observed systems.
Abeliuk Andrés A Huang Zhishen Z Ferrara Emilio E Lerman Kristina K
Scientific reports 20201124 1
Applications from finance to epidemiology and cyber-security require accurate forecasts of dynamic phenomena, which are often only partially observed. We demonstrate that a system's predictability degrades as a function of temporal sampling, regardless of the adopted forecasting model. We quantify the loss of predictability due to sampling, and show that it cannot be recovered by using external signals. We validate the generality of our theoretical findings in real-world partially observed syste ...[more]
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