The Past and the Future in the Present

Nonlinear Sciences – Chaotic Dynamics

Scientific paper

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7 pages, 1 figure; http://cse.ucdavis.edu/~cmg/compmech/pubs/pafip.htm

Scientific paper

We show how the shared information between the past and future---the excess
entropy---derives from the components of directional information stored in the
present---the predictive and retrodictive causal states. A detailed proof
allows us to highlight a number of the subtle problems in estimation and
analysis that impede accurate calculation of the excess entropy.

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