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Problemy Peredachi Informatsii, 2005, Volume 41, Issue 1, Pages 74–78
(Mi ppi90)
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This article is cited in 10 scientific papers (total in 10 papers)
Source Coding
Experimental Investigation of Forecasting Methods
Based on Data Compression Algorithms
B. Ya. Ryabkoab, V. A. Monareva a Institute of Computing Technologies, Siberian Branch of the Russian Academy of Sciences
b Siberian State University of Telecommunications and Informatics
Abstract:
We suggest and experimentally investigate a method to construct forecasting algorithms
based on data compression methods (or the so-called archivers). By the example of
predicting currency exchange rates we show that the precision of thus obtained predictions is
relatively high.
Received: 08.04.2003
Citation:
B. Ya. Ryabko, V. A. Monarev, “Experimental Investigation of Forecasting Methods
Based on Data Compression Algorithms”, Probl. Peredachi Inf., 41:1 (2005), 74–78; Problems Inform. Transmission, 41:1 (2005), 65–69
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https://www.mathnet.ru/eng/ppi90 https://www.mathnet.ru/eng/ppi/v41/i1/p74
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Abstract page: | 782 | Full-text PDF : | 254 | References: | 67 | First page: | 5 |
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