Algorithm for nonparametric forecasting for ergodic, stationary time series

Sidney Yakowitz, Laszlo Gyorfi, Gusztav Morvai

Research output: Paper

1 Citation (Scopus)

Abstract

A procedure for Nonparametric Forecasting for a doubly infinite stationary ergodic time series is presented. An equation for forecaster together with all its variables is derived.

Original languageEnglish
Publication statusPublished - dec. 1 1994
EventProceedings of the 1994 IEEE International Symposium on Information Theory - Trodheim, Norw
Duration: jún. 27 1994júl. 1 1994

Other

OtherProceedings of the 1994 IEEE International Symposium on Information Theory
CityTrodheim, Norw
Period6/27/947/1/94

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ASJC Scopus subject areas

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

Cite this

Yakowitz, S., Gyorfi, L., & Morvai, G. (1994). Algorithm for nonparametric forecasting for ergodic, stationary time series. Paper presented at Proceedings of the 1994 IEEE International Symposium on Information Theory, Trodheim, Norw, .