Prediction of random sequences and universal coding (Q1117199)
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scientific article; zbMATH DE number 4091406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction of random sequences and universal coding |
scientific article; zbMATH DE number 4091406 |
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Prediction of random sequences and universal coding (English)
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1988
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The prediction is represented as a set of probability estimates of possible continuations of the stochastic process. The prediction problem is solved in two settings: 1) given that the sequence is computable or 2) given that the sequence is stationary. In mathematical terms, the problem is related to coding theory and its solution accordingly relies on known information-theoretical results.
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prediction problem
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coding theory
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