ENGLISH

Universal Time-Series Forecasting with Mixture Predictors

By Daniil Ryabko

Book information

Publisher
Springer International Publishing;Springer
Year
2020
ISBN
9783030543037, 9783030543044
DOI
10.1007/978-3-030-54304-4
Language
english
Format
PDF
Filesize
1 MB (1456350 bytes)
Series
SpringerBriefs in Computer Science
Edition
1st ed.
Pages
VIII, 85\91
Time added
2021-01-06 05:41:07
Computer Science; Theory of Computation; Mathemati

Description

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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