An algorithm for nonparametric forecasting for ergodic, stationary time series

Sidney Yakowitz, L. Györfi, G. Morvai

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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.

Original languageEnglish
Title of host publicationIEEE International Symposium on Information Theory - Proceedings
Pages437
Number of pages1
DOIs
Publication statusPublished - 1994
Event1994 IEEE International Symposium on Information Theory, ISIT 1994 - Trondheim, Norway
Duration: Jun 27 1994Jul 1 1994

Other

Other1994 IEEE International Symposium on Information Theory, ISIT 1994
CountryNorway
CityTrondheim
Period6/27/947/1/94

Fingerprint

Probability of Misclassification
Bayes Method
Stationary Time Series
Classification Problems
Pattern Recognition
Pattern recognition
Forecasting
Time series

ASJC Scopus subject areas

  • Applied Mathematics
  • Modelling and Simulation
  • Theoretical Computer Science
  • Information Systems

Cite this

Yakowitz, S., Györfi, L., & Morvai, G. (1994). An algorithm for nonparametric forecasting for ergodic, stationary time series. In IEEE International Symposium on Information Theory - Proceedings (pp. 437). [395052] https://doi.org/10.1109/ISIT.1994.395052

An algorithm for nonparametric forecasting for ergodic, stationary time series. / Yakowitz, Sidney; Györfi, L.; Morvai, G.

IEEE International Symposium on Information Theory - Proceedings. 1994. p. 437 395052.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Yakowitz, S, Györfi, L & Morvai, G 1994, An algorithm for nonparametric forecasting for ergodic, stationary time series. in IEEE International Symposium on Information Theory - Proceedings., 395052, pp. 437, 1994 IEEE International Symposium on Information Theory, ISIT 1994, Trondheim, Norway, 6/27/94. https://doi.org/10.1109/ISIT.1994.395052
Yakowitz S, Györfi L, Morvai G. An algorithm for nonparametric forecasting for ergodic, stationary time series. In IEEE International Symposium on Information Theory - Proceedings. 1994. p. 437. 395052 https://doi.org/10.1109/ISIT.1994.395052
Yakowitz, Sidney ; Györfi, L. ; Morvai, G. / An algorithm for nonparametric forecasting for ergodic, stationary time series. IEEE International Symposium on Information Theory - Proceedings. 1994. pp. 437
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