Time series prediction based on data compression methods
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Cites work
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 590411 (Why is no real title available?)
- scientific article; zbMATH DE number 3410925 (Why is no real title available?)
- Adaptive Coding and Prediction of Sources With Large and Infinite Alphabets
- 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
- Experimental investigation of forecasting methods based on data compression algorithms
- Prediction of random sequences and universal coding
- SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
- Threshold models in non-linear time series analysis
- Twice-universal coding
Cited in
(12)- Compression-Based Methods for Nonparametric Prediction and Estimation of Some Characteristics of Time Series
- Data compression of nonlinear time series using a hybrid linear/nonlinear predictor
- Time-universal data compression
- Online text prediction with recurrent neural networks
- Data compression and learning in time sequences analysis
- Forecasting methods for time series with large alphabets based on universal measure and decision trees
- Experimental investigation of forecasting methods based on data compression algorithms
- Efficiency of some algorithms for prediction in finite stationary time series
- Measuring the efficiency of the intraday Forex market with a universal data compression algorithm
- Compression-based methods of statistical analysis and prediction of time series
- Time series compression based on reinforcement learning
- Segmentation and hashing of time series in stock market prediction
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