Аннотация
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.
Язык оригинала | английский |
---|---|
Страницы (с-по) | 92-99 |
Число страниц | 8 |
Журнал | Problems of Information Transmission |
Том | 52 |
Номер выпуска | 1 |
DOI | |
Состояние | Опубликовано - 1 янв 2016 |