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Universal Time-Series Forecasting wi...
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Ryabko, Daniil.
Universal Time-Series Forecasting with Mixture Predictors
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Universal Time-Series Forecasting with Mixture Predictors/ by Daniil Ryabko.
Author:
Ryabko, Daniil.
Description:
VIII, 85 p. 1 illus.online resource. :
Contained By:
Springer Nature eBook
Subject:
Computers. -
Online resource:
https://doi.org/10.1007/978-3-030-54304-4
ISBN:
9783030543044
Universal Time-Series Forecasting with Mixture Predictors
Ryabko, Daniil.
Universal Time-Series Forecasting with Mixture Predictors
[electronic resource] /by Daniil Ryabko. - 1st ed. 2020. - VIII, 85 p. 1 illus.online resource. - SpringerBriefs in Computer Science,2191-5768. - SpringerBriefs in Computer Science,.
Introduction -- Notation and Definitions -- Prediction in Total Variation: Characterizations -- Prediction in KL-Divergence -- Decision-Theoretic Interpretations -- Middle-Case: Combining Predictors Whose Loss Vanishes -- Conditions Under Which One Measure Is a Predictor for Another -- Conclusion and Outlook.
The author considers the problem of sequential probability forecasting in the most general setting, where the observed data may exhibit an arbitrary form of stochastic dependence. All the results presented are theoretical, but they concern the foundations of some problems in such applied areas as machine learning, information theory and data compression.
ISBN: 9783030543044
Standard No.: 10.1007/978-3-030-54304-4doiSubjects--Topical Terms:
565115
Computers.
LC Class. No.: QA75.5-76.95
Dewey Class. No.: 004.0151
Universal Time-Series Forecasting with Mixture Predictors
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Introduction -- Notation and Definitions -- Prediction in Total Variation: Characterizations -- Prediction in KL-Divergence -- Decision-Theoretic Interpretations -- Middle-Case: Combining Predictors Whose Loss Vanishes -- Conditions Under Which One Measure Is a Predictor for Another -- Conclusion and Outlook.
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