Universal Time-Series Forecasting with Mixture Predictors

by Daniil Ryabko

Introduction.- Notation and Definitions.- Prediction in Total Variation: Characterizations.- Prediction in KL-Divergence.- Decision-Theoretic Interpretations.- Middle-Case: Combining Predictors Whose Loss Vanishes.- Conditions Under Which One Measure Is a Predictor for Another.- Conclusion and Outlook.

• Format: Paperback
• Language: English
• ISBN: 303054303X
• ISBN13: 9783030543037
• Release Date: September 2020
• Publisher: Springer
• Length: 85 Pages
• Weight: 0.32 lbs.
• Dimensions: 0.2" x 6.1" x 9.2"