Spectral predictability and the largest Lyapunov exponent, computed from raw time series, correlate with downstream forecast errors on M5, suggesting they can serve as a priori forecastability measures.
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Time Series Forecastability Measures
Spectral predictability and the largest Lyapunov exponent, computed from raw time series, correlate with downstream forecast errors on M5, suggesting they can serve as a priori forecastability measures.