DagSemProc.06201.6.pdf
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Sequence prediction for non-stationary processes
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Dagstuhl Seminar Proceedings, Volume 6201
Series: Dagstuhl Seminar Proceedings (DagSemProc) - License:
Creative Commons Attribution 4.0 International license
- Publication Date: 2006-11-07
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Daniil Ryabko and Marcus Hutter. Sequence prediction for non-stationary processes. In Combinatorial and Algorithmic Foundations of Pattern and Association Discovery. Dagstuhl Seminar Proceedings, Volume 6201, pp. 1-12, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2006)
https://doi.org/10.4230/DagSemProc.06201.6
https://doi.org/10.4230/DagSemProc.06201.6
Abstract
We address the problem of sequence prediction for nonstationary stochastic processes. In particular, given two measures on the set of one-way infinite sequences over a finite alphabet, consider the question whether one of the measures predicts the other. We find some conditions on local absolute continuity under which prediction is possible.
Keywords
- Sequence prediction
- probability forecasting
- local absolute continuity
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