English, Article edition: ON THE GENERATIVE NATURE OF PREDICTION WOLFGANG LÃHR; NIHAT AY

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/18323
Physical Description
  • article
Language
  • English

Edition details

Title
  • ON THE GENERATIVE NATURE OF PREDICTION
Author
  • WOLFGANG LÃHR
  • NIHAT AY
Physical Description
  • article
Notes
  • Given an observed stochastic process, computational mechanics provides an explicit and efficient method of constructing a minimal hidden Markov model within the class of maximally predictive models. Here, the corresponding so-called ε-machine encodes the mechanisms of prediction. We propose an alternative notion of predictive models in terms of a hidden Markov model capable of generating the underlying stochastic process. A comparison of these two notions of prediction reveals that our approach is less restrictive and thereby allows for predictive models that are more concise than the ε-machine.
  • Hidden Markov models, computational mechanics, ε-machines, prediction
  • RePEc:wsi:acsxxx:v:12:y:2009:i:02:p:169-194
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