• DocumentCode
    2624605
  • Title

    An algorithm for nonparametric forecasting for ergodic, stationary time series

  • Author

    Yakowitz, Sidney ; Györfi, László ; Morvai, Gusztáv

  • Author_Institution
    Dept. of Syst. & Ind. Eng., Arizona Univ., Tucson, AZ, USA
  • fYear
    1994
  • fDate
    27 Jun-1 Jul 1994
  • Firstpage
    437
  • Abstract
    The authors discuss doubly infinite stationary ergodic time series and sequences. The pattern recognition problem is considered as is the classification problem. Probabilities of misclassification and Bayes methods are mentioned
  • Keywords
    Bayes methods; minimisation; pattern classification; prediction theory; sequences; time series; Bayes methods; algorithm; classification problem; doubly infinite stationary ergodic time series; ergodic stationary time series; misclassification probabilities; nonparametric forecasting; pattern recognition problem; sequences; Algebra; Computer industry; Computer science; Pattern recognition; Topology; USA Councils;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 1994. Proceedings., 1994 IEEE International Symposium on
  • Conference_Location
    Trondheim
  • Print_ISBN
    0-7803-2015-8
  • Type

    conf

  • DOI
    10.1109/ISIT.1994.395052
  • Filename
    395052