Information coding with optimal prediction accuracy
β Scribed by Yu.I. Zhuravlev; A.F. Mukhamedgaliev
- Publisher
- Elsevier Science
- Year
- 1976
- Weight
- 665 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0041-5553
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The problem of predicting a sequence x 1 , x 2 , ... generated by a discrete source with unknown statistics is considered. Each letter x t+1 is predicted using information on the word x 1 x 2 β’ β’ β’ x t only. In fact, this problem is a classical problem which has received much attention. Its history
## Abstract We propose two methods to predict nonstationary longβmemory time series. In the first one we estimate the longβrange dependent parameter __d__ by using tapered data; we then take the nonstationary fractional filter to obtain stationary and shortβmemory time series. In the second method,