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Maximum Predictability

Predictability.py contains functions that evaluate Random, Shannon, and time-correlated entropy, and calculate the value of Maximum Predictability as described in the paper by K Zhao, D Khryashchev, H Vo "Predicting Taxi and Uber Demand in Cities: Approaching the Limit of Predictability" in IEEE transactions on knowledge and data engineering (TKDE), 2019.

Examples of usage are shown in PredictabilityAndEntropy.ipynb notebook.

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Functions that calculate entropy and predictability of a time series

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