Universal Time-Series Forecasting w - E-book

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Universal Time-series Forecasting With Mixture Predictors - ENG

Daniil Ryabko

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Sinopsis

ISBN:	9783030543044
Formato:	ePub
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Computadoras
Subtema:	Ciencia de computación
Año de publicación:	2020-09-26

The author considers the problem of sequential probability forecasting in the most general setting, where the observed data may exhibit an arbitrary form of stochastic dependence. All the results presented are theoretical, but they concern the foundations of some problems in such applied areas as machine learning, information theory and data compression.

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