How to predict time series data with infinite variance with a neural networkَ
We have a a-stable series
We want to build a neural network to predict this series
How is the series stable if you have infinite variance? David Booth
Not my area, but if you have infinite variance, that sounds like division by zero caused by too little data to have positive degrees of freedom. Do you lack data?
don´t know if I really can help, but I have worked with Petri Nets,
https://en.wikipedia.org/wiki/Petri_net
and I really wonder what may cause inifinite variance!
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