The past influences the present
Abstract
The Past Influences the Present focuses on the use of past behavior to predict the future. The key concept is the filter, a type of linear model that connects the past and present states of a system. Filters can be used to both quantify the physical processes that connect two related sets of measurements and predict their future behavior. We develop the prediction error filter and apply it to hydrographic data in order to explore the degree to which stream flow can be predicted. We show that the filter has many uses in addition to prediction; for instance, it can be used to explore the underlying processes that connect two related types of data.
Keywords
filter; impulse response; convolution; heat ...
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