Universal forecasting algorithms

DOI10.1016/0890-5401(92)90050-PzbMath0745.60038OpenAlexW1979747077MaRDI QIDQ1187027

Vladimir Vovk

Publication date: 28 June 1992

Published in: Information and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0890-5401(92)90050-p

zbMATH Keywords

forecasting systemsquality of forecastinguniversal forecasting algorithm

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (6)

On the complexity of function learning ⋮ Open problems in universal induction \& intelligence ⋮ Competitive On-line Statistics ⋮ Predicting nearly as well as the best pruning of a decision tree through dynamic programming scheme ⋮ A game of prediction with expert advice ⋮ Unnamed Item

Cites Work

• Calibration-based empirical probability
• Prediction of stochastic sequences
• The weighted majority algorithm
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Covering radius---Survey and recent results
• Randomness conservation inequalities; information and independence in mathematical theories
• A Theory of Program Size Formally Identical to Information Theory
• Complexity-based induction systems: Comparisons and convergence theorems
• The definition of random sequences
• A formal theory of inductive inference. Part I
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