The complexity and effectiveness of prediction algorithms

A Kolmogorov complexity characterization of constructive Hausdorff dimension

Information Processing Letters

On asymptotically optimal methods of prediction and adaptive coding for Markov sources

Journal of Complexity

Finite-State Dimension

ICALP '01 Proceedings of the 28th International Colloquium on Automata, Languages and Programming,

Gales and the Constructive Dimension of Individual Sequences

ICALP '00 Proceedings of the 27th International Colloquium on Automata, Languages and Programming

Prediction and Dimension

COLT '02 Proceedings of the 15th Annual Conference on Computational Learning Theory

Note: fractal dimension and logarithmic loss unpredictability

Theoretical Computer Science

The dimensions of individual strings and sequences

Information and Computation

Finite-state dimension

Theoretical Computer Science

Experimental investigation of forecasting methods based on data compression algorithms

Problems of Information Transmission

Constructive dimension equals Kolmogorov complexity

Information Processing Letters

SIGACT news complexity theory column 48

ACM SIGACT News

Prediction and dimension

Journal of Computer and System Sciences - Special issue on COLT 2002

Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series

Theoretical Computer Science

The Kolmogorov complexity of infinite words

Theoretical Computer Science

Applications of Kolmogorov Complexity and Universal Codes to Nonparametric Estimation of Characteristics of Time Series

Fundamenta Informaticae

Compression-based methods for nonparametric prediction and estimation of some characteristics of time series

IEEE Transactions on Information Theory

Constructive dimension equals Kolmogorov complexity

Information Processing Letters

Applications of Kolmogorov Complexity and Universal Codes to Nonparametric Estimation of Characteristics of Time Series

Fundamenta Informaticae