{"title":"Experimental investigation of the efficiency of universal measures based forecasting methods","authors":"P. Pristavka, Boris Ryabko","doi":"10.1109/RED.2012.6338409","DOIUrl":null,"url":null,"abstract":"We describe and experimentally investigate a method to construct forecasting algorithms for stationary and ergodic processes based on universal measures (or so-called universal data compressors). Using the time series of solar activity indices as a research target, we show that the quality of the predictions is higher than that of known methods forecasts.","PeriodicalId":403644,"journal":{"name":"2012 XIII International Symposium on Problems of Redundancy in Information and Control Systems","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2012 XIII International Symposium on Problems of Redundancy in Information and Control Systems","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/RED.2012.6338409","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
We describe and experimentally investigate a method to construct forecasting algorithms for stationary and ergodic processes based on universal measures (or so-called universal data compressors). Using the time series of solar activity indices as a research target, we show that the quality of the predictions is higher than that of known methods forecasts.
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