B. Ya. Ryabko, V. A. Monarev, “Experimental Investigation of Forecasting Methods Based on Data Compression Algorithms”, Probl. Peredachi Inf., 41:1 (2005), 74–78; Problems Inform. Transmission, 41:1 (2005), 65

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Problemy Peredachi Informatsii, 2005, Volume 41, Issue 1, Pages 74–78 (Mi ppi90)

This article is cited in 10 scientific papers (total in 10 papers)

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Experimental Investigation of Forecasting Methods Based on Data Compression Algorithms

B. Ya. Ryabko^ab, V. A. Monarev^a

^a Institute of Computing Technologies, Siberian Branch of the Russian Academy of Sciences
^b Siberian State University of Telecommunications and Informatics

Full-text PDF (599 kB) Citations (10)

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Abstract: We suggest and experimentally investigate a method to construct forecasting algorithms based on data compression methods (or the so-called archivers). By the example of predicting currency exchange rates we show that the precision of thus obtained predictions is relatively high.

Received: 08.04.2003

English version:
Problems of Information Transmission, 2005, Volume 41, Issue 1, Pages 65–69
DOI: https://doi.org/10.1007/s11122-005-0011-9

Bibliographic databases:

Document Type: Article

UDC: 621.391.1:519

Language: Russian

Citation: B. Ya. Ryabko, V. A. Monarev, “Experimental Investigation of Forecasting Methods Based on Data Compression Algorithms”, Probl. Peredachi Inf., 41:1 (2005), 74–78; Problems Inform. Transmission, 41:1 (2005), 65–69

Citation in format AMSBIB

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\paper Experimental Investigation of Forecasting Methods

Based on Data Compression Algorithms

\jour Probl. Peredachi Inf.

\yr 2005

\vol 41

\issue 1

\pages 74--78

\mathnet{http://mi.mathnet.ru/ppi90}

\zmath{https://zbmath.org/?q=an:1101.68968}

\elib{https://elibrary.ru/item.asp?id=13476932}

\transl

\jour Problems Inform. Transmission

\yr 2005

\vol 41

\issue 1

\pages 65--69

\crossref{https://doi.org/10.1007/s11122-005-0011-9}

Linking options:

https://www.mathnet.ru/eng/ppi90

https://www.mathnet.ru/eng/ppi/v41/i1/p74

This publication is cited in the following 10 articles:

Anton Rakitskiy, 2022 IEEE International Multi-Conference on Engineering, Computer and Information Sciences (SIBIRCON), 2022, 120
Morvai G., Weiss B., “Consistency, Integrability and Asymptotic Normality For Some Intermittent Estimators”, ALEA-Latin Am. J. Probab. Math. Stat., 18:2 (2021), 1643–1667
A. S. Lysyak, B. Ya. Ryabko, “Time series prediction based on data compression methods”, Problems Inform. Transmission, 52:1 (2016), 92–99
Boris Ryabko, Jaakko Astola, Mikhail Malyutov, Compression-Based Methods of Statistical Analysis and Prediction of Time Series, 2016, 1
Amir Sani, Alessandro Lazaric, Daniil Ryabko, 2015 IEEE International Symposium on Information Theory (ISIT), 2015, 1194
Pavel Pristavka, Boris Ryabko, 2012 XIII International Symposium on Problems of Redundancy in Information and Control Systems, 2012, 62
Nechta I.V., “Metod vnedreniya skrytykh soobschenii v ispolnyaemye faily”, Vestnik SibGUTI, 2011, no. 2, 3–10
Boris Ryabko, IEEE Information Theory Workshop 2010 (ITW 2010), 2010, 1
Ryabko B., “Compression-based methods for nonparametric prediction and estimation of some characteristics of time series”, IEEE Transactions on Information Theory, 55:9 (2009), 4309–4315
B. Ya. Ryabko, “Application of Data Compression Methods to Nonparametric Estimation of Characteristics of Discrete-Time Stochastic Processes”, Problems Inform. Transmission, 43:4 (2007), 367–379

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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References:	89
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