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

Анастасия Дмитриевна Малышева; Антон Андреевич Ракитский

doi:10.1109/SIBIRCON48586.2019.8958150

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

Анастасия Дмитриевна Малышева, Антон Андреевич Ракитский

Результат исследования: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › рецензирование

Аннотация

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.

Язык оригинала	английский
Название основной публикации	SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings
Издатель	Institute of Electrical and Electronics Engineers Inc.
Страницы	983-986
Число страниц	4
ISBN (электронное издание)	9781728144016
ISBN (печатное издание)	978-1-7281-4402-3
DOI	https://doi.org/10.1109/SIBIRCON48586.2019.8958150
Состояние	Опубликовано - окт 2019
Событие	2019 International Multi-Conference on Engineering, Computer and Information Sciences, SIBIRCON 2019 - Novosibirsk, Российская Федерация Продолжительность: 21 окт 2019 → 27 окт 2019

Серия публикаций

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

Конференция

Конференция	2019 International Multi-Conference on Engineering, Computer and Information Sciences, SIBIRCON 2019
Страна	Российская Федерация
Город	Novosibirsk
Период	21.10.2019 → 27.10.2019

Доступ к документу

10.1109/SIBIRCON48586.2019.8958150

Link to publication in Scopus

Fingerprint Подробные сведения о темах исследования «Application and Analysis of Time Series Prediction Efficient Methods Based on the Krichevsky Predictor». Вместе они формируют уникальный семантический отпечаток (fingerprint).

Цитировать

Малышева, А. Д., & Ракитский, А. А. (2019). Application and Analysis of Time Series Prediction Efficient Methods Based on the Krichevsky Predictor. В SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings (стр. 983-986). [8958150] (SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/SIBIRCON48586.2019.8958150

Малышева, Анастасия Дмитриевна ; Ракитский, Антон Андреевич. / Application and Analysis of Time Series Prediction Efficient Methods Based on the Krichevsky Predictor. SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings. Institute of Electrical and Electronics Engineers Inc., 2019. стр. 983-986 (SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings).

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title = "Application and Analysis of Time Series Prediction Efficient Methods Based on the Krichevsky Predictor",

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.",

keywords = "complexity, information theory, machine learning, prediction, time series",

author = "Малышева, {Анастасия Дмитриевна} and Ракитский, {Антон Андреевич}",

year = "2019",

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Малышева, АД & Ракитский, АА 2019, Application and Analysis of Time Series Prediction Efficient Methods Based on the Krichevsky Predictor. в SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings., 8958150, SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings, Institute of Electrical and Electronics Engineers Inc., стр. 983-986, 2019 International Multi-Conference on Engineering, Computer and Information Sciences, SIBIRCON 2019, Novosibirsk, Российская Федерация, 21.10.2019. https://doi.org/10.1109/SIBIRCON48586.2019.8958150

Application and Analysis of Time Series Prediction Efficient Methods Based on the Krichevsky Predictor. / Малышева, Анастасия Дмитриевна; Ракитский, Антон Андреевич.

SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings. Institute of Electrical and Electronics Engineers Inc., 2019. стр. 983-986 8958150 (SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings).

Результат исследования: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › рецензирование

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KW - information theory

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Малышева АД, Ракитский АА. Application and Analysis of Time Series Prediction Efficient Methods Based on the Krichevsky Predictor. В SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings. Institute of Electrical and Electronics Engineers Inc. 2019. стр. 983-986. 8958150. (SIBIRCON 2019 - International Multi-Conference on Engineering, Computer and Information Sciences, Proceedings). https://doi.org/10.1109/SIBIRCON48586.2019.8958150