Experimental investigation of forecasting methods based on data compression algorithms

DOI10.1007/s11122-005-0011-9zbMath1101.68968OpenAlexW2142268219MaRDI QIDQ2577286

V. A. Monarev, Boris Ya. Ryabko

Publication date: 19 December 2005

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11122-005-0011-9

zbMATH Keywords

forecasting algorithms

Mathematics Subject Classification ID

Nonnumerical algorithms (68W05) Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science) (68P30)

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Application of data compression methods to nonparametric estimation of characteristics of discrete-time stochastic processes ⋮ Time series prediction based on data compression methods ⋮ Unnamed Item

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