Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
Time series prediction based on data compression methods. / Lysyak, A. S.; Ryabko, B. Ya.
в: Problems of Information Transmission, Том 52, № 1, 01.01.2016, стр. 92-99.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - Time series prediction based on data compression methods
AU - Lysyak, A. S.
AU - Ryabko, B. Ya
PY - 2016/1/1
Y1 - 2016/1/1
N2 - We propose efficient (“fast” and low memory consuming) algorithms for universal-coding-based prediction methods for real-valued time series. Previously, for such methods it was only proved that the prediction error is asymptotically minimal, and implementation complexity issues have not been considered at all. The provided experimental results demonstrate high precision of the proposed methods.
AB - We propose efficient (“fast” and low memory consuming) algorithms for universal-coding-based prediction methods for real-valued time series. Previously, for such methods it was only proved that the prediction error is asymptotically minimal, and implementation complexity issues have not been considered at all. The provided experimental results demonstrate high precision of the proposed methods.
UR - http://www.scopus.com/inward/record.url?scp=84966388998&partnerID=8YFLogxK
U2 - 10.1134/S0032946016010075
DO - 10.1134/S0032946016010075
M3 - Article
AN - SCOPUS:84966388998
VL - 52
SP - 92
EP - 99
JO - Problems of Information Transmission
JF - Problems of Information Transmission
SN - 0032-9460
IS - 1
ER -
ID: 25331260