Time series prediction based on data compression methods

DOI10.1134/S0032946016010075zbMath1360.94044OpenAlexW2418889821MaRDI QIDQ522933

A. S. Lysyak, Boris Ya. Ryabko

Publication date: 19 April 2017

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

Full work available at URL: https://doi.org/10.1134/s0032946016010075

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Threshold models in non-linear time series analysis
• Twice-universal coding
• Prediction of random sequences and universal coding
• Experimental investigation of forecasting methods based on data compression algorithms
• Adaptive Coding and Prediction of Sources With Large and Infinite Alphabets
• SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Compression-Based Methods for Nonparametric Prediction and Estimation of Some Characteristics of Time Series
• Elements of Information Theory

This page was built for publication: Time series prediction based on data compression methods