Universal Time-Series Forecasting with Mixture Predictors

Paperback Engels 2020 9783030543037
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The author considers the problem of sequential probability forecasting in the most general setting, where the observed data may exhibit an arbitrary form of stochastic dependence. All the results presented are theoretical, but they concern the foundations of some problems in such applied areas as machine learning, information theory and data compression.

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ISBN13:9783030543037
Taal:Engels
Bindwijze:Paperback
Uitgever:Springer International Publishing

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          Universal Time-Series Forecasting with Mixture Predictors