Application and Analysis of Time Series Prediction Efficient Methods Based on the Krichevsky Predictor

Анастасия Дмитриевна Малышева, Антон Андреевич Ракитский

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Abstract

In this paper we present the algorithm of calculation of the Krichevsky's predictor and R-measure based on it. This algorithm allows to compute the predictor in linear time. We present the description of the algorithm, some of its features and the results of its application. In addition, we present the results of comparative analysis of R-measure and other prediction methods application on real time series problems.
Original languageEnglish
Title of host publicationSIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages983-986
Number of pages4
ISBN (Electronic)9781728144016
ISBN (Print)978-1-7281-4402-3
DOIs
Publication statusPublished - Oct 2019
Event2019 International Multi-Conference on Engineering, Computer and Information Sciences, SIBIRCON 2019 - Novosibirsk, Russian Federation
Duration: 21 Oct 201927 Oct 2019

Publication series

NameSIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings

Conference

Conference2019 International Multi-Conference on Engineering, Computer and Information Sciences, SIBIRCON 2019
CountryRussian Federation
CityNovosibirsk
Period21.10.201927.10.2019

Keywords

  • complexity
  • information theory
  • machine learning
  • prediction
  • time series

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