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According the Taqqu\u2019s law,<mml:math xmlns:mml=\"http:\/\/www.w3.org\/1998\/Math\/MathML\" id=\"M5\"><mml:mn>1<\/mml:mn><mml:mo>\/<\/mml:mo><mml:mi>f<\/mml:mi><\/mml:math>noise has the properties of long-range dependence and heavy-tailed probability density function (PDF). The contribution of this paper is to exhibit that the prediction error of a biomedical signal of<mml:math xmlns:mml=\"http:\/\/www.w3.org\/1998\/Math\/MathML\" id=\"M6\"><mml:mn>1<\/mml:mn><mml:mo>\/<\/mml:mo><mml:mi>f<\/mml:mi><\/mml:math>noise type is long-range dependent (LRD). Thus, it is heavy-tailed and of<mml:math xmlns:mml=\"http:\/\/www.w3.org\/1998\/Math\/MathML\" id=\"M7\"><mml:mn>1<\/mml:mn><mml:mo>\/<\/mml:mo><mml:mi>f<\/mml:mi><\/mml:math>noise. Consequently, the variance of the prediction error is usually large or may not exist, making predicting biomedical signals of<mml:math xmlns:mml=\"http:\/\/www.w3.org\/1998\/Math\/MathML\" id=\"M8\"><mml:mn>1<\/mml:mn><mml:mo>\/<\/mml:mo><mml:mi>f<\/mml:mi><\/mml:math>noise type difficult.<\/jats:p>","DOI":"10.1155\/2012\/291510","type":"journal-article","created":{"date-parts":[[2012,12,5]],"date-time":"2012-12-05T23:54:34Z","timestamp":1354751674000},"page":"1-5","source":"Crossref","is-referenced-by-count":4,"title":["Heavy-Tailed Prediction Error: A Difficulty in Predicting Biomedical Signals of<mml:math xmlns:mml=\"http:\/\/www.w3.org\/1998\/Math\/MathML\" id=\"M1\"><mml:mn>1<\/mml:mn><mml:mo>\/<\/mml:mo><mml:mi>f<\/mml:mi><\/mml:math>Noise Type"],"prefix":"10.1155","volume":"2012","author":[{"given":"Ming","family":"Li","sequence":"first","affiliation":[{"name":"School of Information Science & Technology, East China Normal University, No. 500, Dong-Chuan Road, Shanghai 200241, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Wei","family":"Zhao","sequence":"additional","affiliation":[{"name":"Department of Computer and Information Science, University of Macau, Padre Tomas Pereira Avenue, Taipa, Macau"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Biao","family":"Chen","sequence":"additional","affiliation":[{"name":"Department of Computer and Information Science, University of Macau, Padre Tomas Pereira Avenue, Taipa, Macau"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","reference":[{"issue":"2","key":"1","doi-asserted-by":"crossref","first-page":"174","DOI":"10.1055\/s-0038-1625402","volume":"46","year":"2007","journal-title":"Methods of Information in 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