✦ LIBER ✦

Reflections on ‘adaptive prediction’

✍ Scribed by Marco C. Campi

Book ID: 103092141
Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 988 KB
Volume: 331
Category: Article
ISSN: 0016-0032
DOI: 10.1016/0016-0032(94)90098-1

No coin nor oath required. For personal study only.

✦ Synopsis

Adaptive prediction is critically discussed in this paper. A quantity which measures the degradation of the accuracy in the performance of a general nonlinear predictor due to the presence of uncertainty is introduced. It is shown that the adaptive approach does not always lead to predictors minimizing such a quantity.

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