Time series prediction based on data compression methods

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Abstract

We propose efficient (“fast” and low memory consuming) algorithms for universal-coding-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.

Original languageEnglish
Pages (from-to)92-99
Number of pages8
JournalProblems of Information Transmission
Volume52
Issue number1
DOIs
Publication statusPublished - 1 Jan 2016

Fingerprint Dive into the research topics of 'Time series prediction based on data compression methods'. Together they form a unique fingerprint.

Cite this