Limits to consistent on-line forecasting for ergodic time series

IEEE Transactions on Information Theory

Volumn 44, Issue 2, 1998, Pages 886-892

  Györfi, László ^a   Morvai, Gusztáv ^b   Yakowitz, Sidney J ^c  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^b INSTITUTE OF EXPERIMENTAL MEDICINE   (Hungary)

^c University of Arizona   (United States)

Author keywords

Ergodic time series; Forecasting; Nonparametric estimation; Prediction

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; ESTIMATION; KALMAN FILTERING; ONLINE SYSTEMS; RANDOM PROCESSES; REGRESSION ANALYSIS; SPECTRUM ANALYSIS; SPURIOUS SIGNAL NOISE; TIME SERIES ANALYSIS;

ERGODIC TIME SERIES; NONPARAMETRIC ESTIMATION;

FORECASTING;

EID: 0032027780     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.661540     Document Type: Article

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