Name
Abstract | ||
|---|---|---|
This article concerns problems of time-series forecasting under the weakest of assumptions. Related results are surveyed and are points of departure for the developments here, some of which are new and others are new derivations of previous findings. The contributions in this study are all negative, showing that various plausible prediction problems are unsolvable, or in other cases, are not solvable by predictors which are known to be consistent when mixing conditions hold |
Year | DOI | Venue |
|---|---|---|
1998 | 10.1109/18.661540 | IEEE Transactions on Information Theory |
Keywords | Field | DocType |
related result,article concerns problem,new derivation,ergodic time series,various plausible prediction problem,previous finding,consistent on-line forecasting,time-series forecasting,time series,nonparametric statistics,extrapolation,random processes,random variables,indexing terms,information theory,interpolation,gaussian processes,time series forecasting,least squares approximation,parameter estimation,kernel | Econometrics,Discrete mathematics,Applied mathematics,Ergodic theory,Stochastic process,Nonparametric statistics,Estimation theory,Mathematics | Journal |
Volume | Issue | ISSN |
abs/0712.2430 | 2 | IEEE Trans. Inform. Theory 44 (1998), no. 2, 886--892 |
Citations | PageRank | References |
31 | 3.84 | 4 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| L. Gyorfi | 1 | 214 | 50.82 |
| G. Morvai | 2 | 52 | 5.02 |
| S. J. Yakowitz | 3 | 34 | 4.85 |