A simple randomized algorithm for sequential prediction of ergodic time series
From MaRDI portal
Publication:4503433
DOI10.1109/18.796420zbMath0951.62080arXiv0805.3091OpenAlexW2165796148MaRDI QIDQ4503433
Gusztáv Morvai, László Györfi, Gábor Lugosi
Publication date: 7 September 2000
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0805.3091
Inference from stochastic processes and prediction (62M20) Sequential statistical methods (62L99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (13)
UNIVERSAL CODING AND PREDICTION ON ERGODIC RANDOM POINTS ⋮ Intermittent estimation of stationary time series ⋮ Long‐term prediction intervals with many covariates ⋮ Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates ⋮ On unstable and unoptimal prediction ⋮ Universal regression with adversarial responses ⋮ Universal prediction of random binary sequences in a noisy environment ⋮ On universal estimates for binary renewal processes ⋮ Nonparametric sequential prediction for stationary processes ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Sensor networks: from dependence analysis via matroid bases to online synthesis ⋮ NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES ⋮ Unnamed Item
This page was built for publication: A simple randomized algorithm for sequential prediction of ergodic time series
