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)

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