Title: Universal Time-Series Forecasting with Mixture Predictors (SpringerBriefs in Computer Science)
Publisher: Springer
Publication Date: 2020
Language: English
ISBN 10: 303054303X
ISBN 13: 9783030543037
Binding: Soft cover
Condition: New

About this title

Synopsis

The author considers the problem of sequential probability forecasting in the most general setting, where the observed data may exhibit an arbitrary form of stochastic dependence. All the results presented are theoretical, but they concern the foundations of some problems in such applied areas as machine learning, information theory and data compression.

About the Author

Dr. Daniil Ryabko (HDR) has a full-time position at INRIA, he has recently been on research assignments in Belize and Madagascar.

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