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Universal Time-Series Forecasting with Mixture Predictors

Posted By: roxul
Date: 26 Sep 2020 19:41:28
Universal Time-Series Forecasting with Mixture Predictors

Daniil Ryabko, "Universal Time-Series Forecasting with Mixture Predictors "
English | ISBN: 303054303X | 2020 | 93 pages | PDF | 1422 KB

The author considers the problem of sequential probability forecasting in the most general setting, where the observed data may exhibit an arbitrary form of stochastic dependence. All the results presented are theoretical, but they concern the foundations of some problems in such applied areas as machine learning, information theory and data compression.
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