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Guessing the output of a stationary binary time series

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 نشر من قبل Gusztav Morvai
 تاريخ النشر 2007
  مجال البحث الهندسة المعلوماتية
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 تأليف Gusztav Morvai




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The forward prediction problem for a binary time series ${X_n}_{n=0}^{infty}$ is to estimate the probability that $X_{n+1}=1$ based on the observations $X_i$, $0le ile n$ without prior knowledge of the distribution of the process ${X_n}$. It is known that this is not possible if one estimates at all values of $n$. We present a simple procedure which will attempt to make such a prediction infinitely often at carefully selected stopping times chosen by the algorithm. The growth rate of the stopping times is also exhibited.



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