A signal which does not change is trivial to predict: the last observation is a perfect forecast for the next one. Even if the signal changes, this can be a reasonable method of forecasting, and a signal for which this holds is called persistent. A system which changes periodically over time is also easy once you have observed one full cycle. Independent random numbers are easy as well: you do not have to work hard since working hard does not help anyway. The best prediction is just the mean value. Interesting signals are something in between; they are not periodic but they contain some kind of structure which can be exploited to obtain better predictions. (Holger, et.al, 2005)