×

zbMATH — the first resource for mathematics

Prediction of random sequences and universal coding. (English. Russian original) Zbl 0666.94009
Probl. Inf. Transm. 24, No. 2, 87-96 (1988); translation from Probl. Peredachi Inf. 24, No. 2, 3-14 (1988).
The prediction is represented as a set of probability estimates of possible continuations of the stochastic process. The prediction problem is solved in two settings: 1) given that the sequence is computable or 2) given that the sequence is stationary. In mathematical terms, the problem is related to coding theory and its solution accordingly relies on known information-theoretical results.

MSC:
94A99 Communication, information
94A17 Measures of information, entropy
60G25 Prediction theory (aspects of stochastic processes)
60G35 Signal detection and filtering (aspects of stochastic processes)
62M20 Inference from stochastic processes and prediction
PDF BibTeX XML Cite