Experimental Investigation of Forecasting Methods Based on Universal Measures
نویسندگان
چکیده
We describe and experimentally investigate a method to construct forecasting algorithms for stationary and ergodic processes based on universal measures (or so-called universal data compressors). Using some geophysical and economical time series as examples, we show that the precision of thus obtained predictions is higher than that of known methods.
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عنوان ژورنال:
- CoRR
دوره abs/1104.2239 شماره
صفحات -
تاریخ انتشار 2011