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Efficient Algorithms for Time Series Prediction Method. / Rakitskiy, Anton.

2022 IEEE International Multi-Conference on Engineering, Computer and Information Sciences (SIBIRCON). Institute of Electrical and Electronics Engineers (IEEE), 2022. p. 120-123.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

Harvard

Rakitskiy, A 2022, Efficient Algorithms for Time Series Prediction Method. in 2022 IEEE International Multi-Conference on Engineering, Computer and Information Sciences (SIBIRCON). Institute of Electrical and Electronics Engineers (IEEE), pp. 120-123, 2022 IEEE International Multi-Conference on Engineering, Computer and Information Sciences, SIBIRCON 2022, Екатеринбург, Russian Federation, 11.11.2022. https://doi.org/10.1109/sibircon56155.2022.10016954

APA

Rakitskiy, A. (2022). Efficient Algorithms for Time Series Prediction Method. In 2022 IEEE International Multi-Conference on Engineering, Computer and Information Sciences (SIBIRCON) (pp. 120-123). Institute of Electrical and Electronics Engineers (IEEE). https://doi.org/10.1109/sibircon56155.2022.10016954

Vancouver

Rakitskiy A. Efficient Algorithms for Time Series Prediction Method. In 2022 IEEE International Multi-Conference on Engineering, Computer and Information Sciences (SIBIRCON). Institute of Electrical and Electronics Engineers (IEEE). 2022. p. 120-123 doi: 10.1109/sibircon56155.2022.10016954

Author

Rakitskiy, Anton. / Efficient Algorithms for Time Series Prediction Method. 2022 IEEE International Multi-Conference on Engineering, Computer and Information Sciences (SIBIRCON). Institute of Electrical and Electronics Engineers (IEEE), 2022. pp. 120-123

BibTeX

@inproceedings{e3f238a38a0f44cc8345aef06f9cd83c,
title = "Efficient Algorithms for Time Series Prediction Method",
abstract = "This paper describes the effective algorithms for calculating the Krichevsky measure and the R measure which are used in the time series prediction method. This prediction method is based on universal coding and first was proposed in 1988. The reliability and potential of method{\textquoteright}s application was investigated in the context of many real tasks, however, the prediction calculation speed was the main problem. The algorithms proposed in the work allow to calculate the predicted value online and have the minimum possible complexity which significantly expands the possibilities of applying the method itself.",
author = "Anton Rakitskiy",
note = "This research was supported by Russian Science Foundation.; 2022 IEEE International Multi-Conference on Engineering, Computer and Information Sciences, SIBIRCON 2022, SIBIRCON 2022 ; Conference date: 11-11-2022 Through 13-11-2022",
year = "2022",
doi = "10.1109/sibircon56155.2022.10016954",
language = "English",
isbn = "9781665464802",
pages = "120--123",
booktitle = "2022 IEEE International Multi-Conference on Engineering, Computer and Information Sciences (SIBIRCON)",
publisher = "Institute of Electrical and Electronics Engineers (IEEE)",
url = "https://sibircon.ieeesiberia.org/",

}

RIS

TY - GEN

T1 - Efficient Algorithms for Time Series Prediction Method

AU - Rakitskiy, Anton

N1 - This research was supported by Russian Science Foundation.

PY - 2022

Y1 - 2022

N2 - This paper describes the effective algorithms for calculating the Krichevsky measure and the R measure which are used in the time series prediction method. This prediction method is based on universal coding and first was proposed in 1988. The reliability and potential of method’s application was investigated in the context of many real tasks, however, the prediction calculation speed was the main problem. The algorithms proposed in the work allow to calculate the predicted value online and have the minimum possible complexity which significantly expands the possibilities of applying the method itself.

AB - This paper describes the effective algorithms for calculating the Krichevsky measure and the R measure which are used in the time series prediction method. This prediction method is based on universal coding and first was proposed in 1988. The reliability and potential of method’s application was investigated in the context of many real tasks, however, the prediction calculation speed was the main problem. The algorithms proposed in the work allow to calculate the predicted value online and have the minimum possible complexity which significantly expands the possibilities of applying the method itself.

UR - https://www.scopus.com/inward/record.url?eid=2-s2.0-85147493044&partnerID=40&md5=dbde343cf7a030893540cfa04fae3a8e

UR - https://www.mendeley.com/catalogue/9b05bbfc-350f-3152-a1aa-5032ccfcb4f6/

U2 - 10.1109/sibircon56155.2022.10016954

DO - 10.1109/sibircon56155.2022.10016954

M3 - Conference contribution

SN - 9781665464802

SP - 120

EP - 123

BT - 2022 IEEE International Multi-Conference on Engineering, Computer and Information Sciences (SIBIRCON)

PB - Institute of Electrical and Electronics Engineers (IEEE)

T2 - 2022 IEEE International Multi-Conference on Engineering, Computer and Information Sciences, SIBIRCON 2022

Y2 - 11 November 2022 through 13 November 2022

ER -

ID: 45959103