کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1709576 1012857 2008 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Predicting non-stationary processes
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مکانیک محاسباتی
پیش نمایش صفحه اول مقاله
Predicting non-stationary processes
چکیده انگلیسی

Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences. Consider the question of when one of the measures predicts the other, that is, when conditional probabilities converge (in a certain sense), if one of the measures is chosen to generate the sequence. This question may be considered a refinement of the problem of sequence prediction in its most general formulation: for a given class of probability measures, does there exist a measure which predicts all of the measures in the class? To address this problem, we find some conditions on local absolute continuity which are sufficient for prediction and generalize several different notions that are known to be sufficient for prediction. We also formulate some open questions to outline a direction for finding the conditions on classes of measures for which prediction is possible.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics Letters - Volume 21, Issue 5, May 2008, Pages 477–482
نویسندگان
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