Experimental investigation of forecasting methods based on data compression algorithms

Experimental investigation of forecasting methods based on data compression algorithms We suggest and experimentally investigate a method to construct forecasting algorithms based on data compression methods (or the so-called archivers). By the example of predicting currency exchange rates we show that the precision of thus obtained predictions is relatively high. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Problems of Information Transmission Springer Journals

Experimental investigation of forecasting methods based on data compression algorithms

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Publisher
Nauka/Interperiodica
Copyright
Copyright © 2005 by MAIK “Nauka/Interperiodica”
Subject
Engineering; Communications Engineering, Networks; Electrical Engineering; Information Storage and Retrieval; Systems Theory, Control
ISSN
0032-9460
eISSN
1608-3253
D.O.I.
10.1007/s11122-005-0011-9
Publisher site
See Article on Publisher Site

Abstract

We suggest and experimentally investigate a method to construct forecasting algorithms based on data compression methods (or the so-called archivers). By the example of predicting currency exchange rates we show that the precision of thus obtained predictions is relatively high.

Journal

Problems of Information TransmissionSpringer Journals

Published: Apr 18, 2005

References

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