Time series prediction based on data compression methods
نویسندگان
چکیده
We propose efficient (“fast” and low memory consuming) algorithms for universalcoding-based prediction methods for real-valued time series. Previously, for such methods it was only proved that the prediction error is asymptotically minimal, and implementation complexity issues have not been considered at all. The provided experimental results demonstrate high precision of the proposed methods. DOI: 10.1134/S0032946016010075
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ورودعنوان ژورنال:
- Probl. Inf. Transm.
دوره 52 شماره
صفحات -
تاریخ انتشار 2016