On universal algorithms for adaptive forecasting

On universal algorithms for adaptive forecasting In the last decade, new methods of forecasting were developed different from traditional statistical methods. In particular, it is possible to “efficiently” predict any sequence of outcomes without using any hypothesis on the nature of a source generating it. In the present paper, a modified version of the universal forecasting algorithm is considered. The main part of the paper is devoted to algorithmic analysis of universal forecasting methods and to exploring limits of their performance. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Problems of Information Transmission Springer Journals

On universal algorithms for adaptive forecasting

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Publisher
SP MAIK Nauka/Interperiodica
Copyright
Copyright © 2011 by Pleiades Publishing, Ltd.
Subject
Engineering; Communications Engineering, Networks; Systems Theory, Control; Information Storage and Retrieval; Electrical Engineering
ISSN
0032-9460
eISSN
1608-3253
D.O.I.
10.1134/S0032946011020074
Publisher site
See Article on Publisher Site

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