Based on information entropy and mutual information, we proposed the definition of nonlinear partialautocorrelation.
本文在信息熵和互信息的基础上，提出了非线性偏自相关的定义。
2
New sections have also been added on the Wold decomposition, partialautocorrelation, long memory processes, and the Kalman filter.
新的章节，也增加了在黄木樨草分解，偏自相关，长期记忆过程，和卡尔曼滤波。
3
The concept is the generalization of partialautocorrelation. By means of it, we could get the quantitative method to measure the intrinsic prediction complexity of time series.