Sequential prediction of individual sequences in the presence of computational errors

We study the performance of a sequential linear prediction system built on nanoscale beyond-CMOS circuit fabric that may introduce in computation. We propose a new sequential linear prediction algorithm under a mixture-of-experts framework that performs satisfactorily in the presence of computational errors. We introduce a worst-case approach to model the computational errors, where we view erroneous circuit fabric as an adversary that perturbs the prediction algorithm to heavily deteriorate its performance. We demonstrate that our algorithm achieves uniformly good performance under the worst-case error approach in an individual sequence manner.