16/06/12 06:58:15.53 3IVp+PZf.net
どうも。スレ主です。
おっさんの証明の前に
>>514
>イノベーション理論から新しい確率解析へ: 飛田の仕事
「イノベーション理論」なるものを調べてみた
が、はっきりしない
下記があった。しかし、阿部 剛久の記述と合わない。
”The use of the term innovation in the sense described here is due to Hendrik Bode and Claude Shannon (1950)[1] in their discussion of the Wiener filter problem”だと
取りあえず、メモしておく
URLﾘﾝｸ(en.wikipedia.org)
Innovation (signal processing)
From Wikipedia, the free encyclopedia
In time series analysis (or forecasting) ? as conducted in statistics, signal processing, and many other fields ? the innovation is the difference between the observed value of a variable at time t and the optimal forecast of that value based on information available prior to time t.
If the forecasting method is working correctly, successive innovations are uncorrelated with each other, i.e., constitute a white noise time series.
URLﾘﾝｸ(www.nishinippon.co.jp) it can be said that the innovation time series is obtained from the measurement time series by a process of 'whitening', or removing the predictable component.
The use of the term innovation in the sense described here is due to Hendrik Bode and Claude Shannon (1950)[1] in their discussion of the Wiener filter problem, although the notion was already implicit in the work of Kolmogorov.[2]