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CORR
2008
Springer
151views Education» more  CORR 2008»
13 years 2 months ago
Estimating the Lengths of Memory Words
For a stationary stochastic process {Xn} with values in some set A, a finite word w AK is called a memory word if the conditional probability of X0 given the past is constant on t...
Gusztáv Morvai, Benjamin Weiss
ML
2000
ACM
103views Machine Learning» more  ML 2000»
13 years 4 months ago
Nonparametric Time Series Prediction Through Adaptive Model Selection
We consider the problem of one-step ahead prediction for time series generated by an underlying stationary stochastic process obeying the condition of absolute regularity, describi...
Ron Meir
WSC
2004
13 years 5 months ago
Overlapping Variance Estimators for Simulations
We examine properties of overlapped versions of the standardized time series area and Cram
Christos Alexopoulos, David Goldsman, Nilay Tanik ...
COMPLEX
2009
Springer
13 years 8 months ago
Non-sufficient Memories That Are Sufficient for Prediction
The causal states of computational mechanics define the minimal sufficient (prescient) memory for a given stationary stochastic process. They induce the -machine which is a hidden...
Wolfgang Löhr, Nihat Ay