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.
|Name||SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings|
|Conference||2019 International Multi-Conference on Engineering, Computer and Information Sciences, SIBIRCON 2019|
|Period||21.10.2019 → 27.10.2019|
- information theory
- machine learning
- time series