DocumentCode
1935857
Title
Experimental investigation of the efficiency of universal measures based forecasting methods
Author
Pristavka, Pavel ; Ryabko, Boris
Author_Institution
Siberian State Univ. of Telecommun. & Inf. Sci., Novosibirsk, Russia
fYear
2012
fDate
5-10 Sept. 2012
Firstpage
62
Lastpage
64
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.
Keywords
forecasting theory; statistical mechanics; time series; ergodic processes; forecasting algorithms; solar activity indices; stationary processes; time series; universal data compressors; universal measures; Control systems; Encoding; Estimation; Forecasting; Redundancy; Time series analysis; Weather forecasting; Time series; nonparametric methods; solar flux; universal coding; universal measure;
fLanguage
English
Publisher
ieee
Conference_Titel
Problems of Redundancy in Information and Control Systems (RED), 2012 XIII International Symposium on
Conference_Location
St. Petersburg
Print_ISBN
978-1-4673-0168-8
Type
conf
DOI
10.1109/RED.2012.6338409
Filename
6338409
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