Predicting non-stationary processes
نویسندگان
چکیده
منابع مشابه
Predicting non-stationary processes
1 Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences. Consider the question when one of the measures predicts the other, that is, when conditional probabilities converge (in a certain sense), if one of the measures is chosen to generate the sequence. This question may be considered a refinement of the problem of sequence prediction in its most...
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2008
ISSN: 0893-9659
DOI: 10.1016/j.aml.2007.04.004