Universal Relationships in Measures of Unpredictability

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dc.creatorMacleod, Finn
dc.creatorPokrovskii, Alexei
dc.creatorRachinskii, Dima
dc.date2009-04-13
dc.date.accessioned2026-07-07T13:03:39Z
dc.date.available2026-07-07T13:03:39Z
dc.descriptionThe predictability of a sequence is defined as the asymptotic performance of the best performing predictor in a given class. The value of the predictability of a sequence will in general depend on the choice of this predictor class. The existence of universal properties of predictability is demonstrated by looking at relationships between different sequences - these relationships hold for any class of predictors satisfying a certain set of axioms.
dc.identifierhttps://arxiv.org/abs/0904.2014
dc.identifierhttp://arxiv.org/abs/0904.2014
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/226881
dc.subjectStatistics Theory
dc.titleUniversal Relationships in Measures of Unpredictability
dc.typetext

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