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Инд. авторы: Lysyak A.S., Ryabko B.Y.
Заглавие: Time series prediction based on data compression methods
Библ. ссылка: Lysyak A.S., Ryabko B.Y. Time series prediction based on data compression methods // Problems of Information Transmission. - 2016. - Vol.52. - Iss. 1. - P.92-99. - ISSN 0032-9460. - EISSN 1608-3253.
Внешние системы: DOI: 10.1134/S0032946016010075; РИНЦ: 27155840; SCOPUS: 2-s2.0-84966388998; WoS: 000376106900007;
Реферат: eng: We propose efficient ("fast" and low memory consuming) algorithms for universal-coding-based prediction methods for real-valued time series. Previously, for such methods it was only proved that the prediction error is asymptotically minimal, and implementation complexity issues have not been considered at all. The provided experimental results demonstrate high precision of the proposed methods.
Ключевые слова: Universal coding; Time series prediction; Prediction methods; Prediction errors; Low memory; High-precision; Compression methods; Time series; Forecasting; Algorithms; Implementation complexity; Data compression;
Издано: 2016
Физ. характеристика: с.92-99
Цитирование: 
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