Predictability

Predictability at a time $\tau$ in the future is defined by

$${R(x(t), x(t+\tau))\over H(x(t))},$$

and linear predictability by

$${L(x(t), x(t+\tau))\over H(x(t))},$$

where $R$ and $L$ are the Redundancy and Linear Redundancy, and $H$ is the Entropy.