11 search results - page 1 / 3 » Sequential Prediction of Individual Sequences Under General ... |
TIT
1998
13 years 4 months ago
1998
Abstract— We consider adaptive sequential prediction of arbitrary binary sequences when the performance is evaluated using a general loss function. The goal is to predict on each...
TIT
2011
12 years 11 months ago
2011
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model bas...
TIT
2002
13 years 4 months ago
2002
The problem of optimal sequential decision for individual sequences, relative to a class of competing o -line reference strategies, is studied for general loss functions with memo...
TIT
2002
13 years 4 months ago
2002
We consider the problem of sequential linear prediction of real-valued sequences under the square-error loss function. For this problem, a prediction algorithm has been demonstrate...
TSP
2008
13 years 4 months ago
2008
We consider sequential regression of individual sequences under the square error loss. Using a competitive algorithm framework, we construct a sequential algorithm that can achieve...