A simple randomized algorithm for sequential prediction of ergodic time series

IEEE Transactions on Information Theory

Volumn 45, Issue 7, 1999, Pages 2642-2650

  Györfi, Lászlo ^a,b   Lugosi, Gabor ^a,c   Morvai, Gusztáv ^d  

^a IEEE   (Hungary)

^b BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^c UNIVERSITAT POMPEU FABRA   (Spain)

^d INSTITUTE OF EXPERIMENTAL MEDICINE   (Hungary)

Author keywords

Ergodic processes; Markov processes; On line learning; Sequential prediction; Universal prediction

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; MARKOV PROCESSES; TIME SERIES ANALYSIS;

ERGODIC TIME SERIES;

BINARY SEQUENCES;

EID: 0033321311     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.796420     Document Type: Article

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