The complexity and effectiveness of prediction algorithms
Journal of Complexity
Information Theory and Reliable Communication
Information Theory and Reliable Communication
Using Literal and Grammatical Statistics for Authorship Attribution
Problems of Information Transmission
On asymptotically optimal methods of prediction and adaptive coding for Markov sources
Journal of Complexity
Weakly convergent nonparametric forecasting of stationary time series
IEEE Transactions on Information Theory
IEEE Transactions on Information Theory
On optimal sequential prediction for general processes
IEEE Transactions on Information Theory
IEEE Transactions on Information Theory
Hi-index | 0.07 |
We suggest and experimentally investigate a method to construct forecasting algorithms based on data compression methods (or the so-called archivers). By the example of predicting currency exchange rates we show that the precision of thus obtained predictions is relatively high.