English, Article, Journal or magazine article edition: A Simple Randomized Algorithm for Consistent Sequential Prediction of Ergodic Time Series László Györfi; Gábor Lugosi; Gusztáv Morvai

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/154604
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • A Simple Randomized Algorithm for Consistent Sequential Prediction of Ergodic Time Series
Author
  • László Györfi
  • Gábor Lugosi
  • Gusztáv Morvai
Physical Description
  • preprint
Notes
  • We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual sequences. We show that if the sequence is a realization of a stationary and ergodic random process then the average number of mistakes converges, almost surely, to that of the optimum, given by the Bayes predictor.
  • Prediction, ergodic processes, pattern classification
  • RePEc:upf:upfgen:282
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment