On universal algorithms for adaptive forecasting

V. V. V'yugin

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

In the last decade, new methods of forecasting were developed different from traditional statistical methods. In particular, it is possible to "efficiently" predict any sequence of outcomes without using any hypothesis on the nature of a source generating it. In the present paper, a modified version of the universal forecasting algorithm is considered. The main part of the paper is devoted to algorithmic analysis of universal forecasting methods and to exploring limits of their performance.

Original languageEnglish
Pages (from-to)166-189
Number of pages24
JournalProblems of information transmission
Volume47
Issue number2
DOIs
Publication statusPublished - Jun 2011
Externally publishedYes

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