Инд. авторы: Ryabko D.B., Ryabko B.Y.
Заглавие: Predicting the outcomes of every process for which an asymptotically accurate stationary predictor exists is impossible
Библ. ссылка: Ryabko D.B., Ryabko B.Y. Predicting the outcomes of every process for which an asymptotically accurate stationary predictor exists is impossible // Proceedings of IEEE International Symposium on Information Theory (ISIT'15), 14-19 June 2015, Hong Kong. - 2015. - P.1204-1206. - http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7282646
Внешние системы: DOI: 10.1109/ISIT.2015.7282646; РИНЦ: 27154124; SCOPUS: 2-s2.0-84969786555; WoS: 000380904701051;
Реферат: eng: The problem of prediction consists in forecasting the conditional distribution of the next outcome given the past. Assume that the source generating the data is such that there is a stationary predictor whose error converges to zero (in a certain sense). The question is whether there is a universal predictor for all such sources, that is, a predictor whose error goes to zero if any of the sources that have this property is chosen to generate the data. This question is answered in the negative, contrasting a number of previously established positive results concerning related but smaller sets of processes.
Ключевые слова: SEQUENCE; TIME-SERIES;
Издано: 2015
Физ. характеристика: с.1204-1206
Ссылка: http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7282646
Конференция: Название: IEEE International Symposium on Information Theory
Аббревиатура: ISIT'15
Город: Hong Kong
Страна: China
Даты проведения: 2015-06-14 - 2015-06-19
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