{"title":"How robustly can you predict the future?","authors":"Sean D. Cox, Matthew Elpers","doi":"10.4153/S0008414X22000402","DOIUrl":null,"url":null,"abstract":"Abstract Hardin and Taylor proved that any function on the reals—even a nowhere continuous one—can be correctly predicted, based solely on its past behavior, at almost every point in time. They showed that one could even arrange for the predictors to be robust with respect to simple time shifts, and asked whether they could be robust with respect to other, more complicated time distortions. This question was partially answered by Bajpai and Velleman, who provided upper and lower frontiers (in the subgroup lattice of \n$\\mathrm{Homeo}^+(\\mathbb {R})$\n ) on how robust a predictor can possibly be. We improve both frontiers, some of which reduce ultimately to consequences of Hölder’s Theorem (that every Archimedean group is abelian).","PeriodicalId":55284,"journal":{"name":"Canadian Journal of Mathematics-Journal Canadien De Mathematiques","volume":"22 1","pages":"1493 - 1515"},"PeriodicalIF":0.6000,"publicationDate":"2022-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Canadian Journal of Mathematics-Journal Canadien De Mathematiques","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.4153/S0008414X22000402","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 1
Abstract
Abstract Hardin and Taylor proved that any function on the reals—even a nowhere continuous one—can be correctly predicted, based solely on its past behavior, at almost every point in time. They showed that one could even arrange for the predictors to be robust with respect to simple time shifts, and asked whether they could be robust with respect to other, more complicated time distortions. This question was partially answered by Bajpai and Velleman, who provided upper and lower frontiers (in the subgroup lattice of
$\mathrm{Homeo}^+(\mathbb {R})$
) on how robust a predictor can possibly be. We improve both frontiers, some of which reduce ultimately to consequences of Hölder’s Theorem (that every Archimedean group is abelian).
期刊介绍:
The Canadian Journal of Mathematics (CJM) publishes original, high-quality research papers in all branches of mathematics. The Journal is a flagship publication of the Canadian Mathematical Society and has been published continuously since 1949. New research papers are published continuously online and collated into print issues six times each year.
To be submitted to the Journal, papers should be at least 18 pages long and may be written in English or in French. Shorter papers should be submitted to the Canadian Mathematical Bulletin.
Le Journal canadien de mathématiques (JCM) publie des articles de recherche innovants de grande qualité dans toutes les branches des mathématiques. Publication phare de la Société mathématique du Canada, il est publié en continu depuis 1949. En ligne, la revue propose constamment de nouveaux articles de recherche, puis les réunit dans des numéros imprimés six fois par année.
Les textes présentés au JCM doivent compter au moins 18 pages et être rédigés en anglais ou en français. C’est le Bulletin canadien de mathématiques qui reçoit les articles plus courts.