基于通用测度的预测方法有效性的实验研究

2012 XIII International Symposium on Problems of Redundancy in Information and Control Systems Pub Date : 2012-10-25 DOI:10.1109/RED.2012.6338409

P. Pristavka, Boris Ryabko

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摘要

我们描述并实验研究了一种基于通用度量(或所谓的通用数据压缩器)构建平稳和遍历过程预测算法的方法。以太阳活动指数时间序列为研究对象，结果表明该方法的预测质量高于已知方法的预测质量。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Experimental investigation of the efficiency of universal measures based forecasting methods

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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2012 XIII International Symposium on Problems of Redundancy in Information and Control Systems

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