Compression-Based Methods of Time Series Forecasting

Time series forecasting is an important research topic with many practical applications. As shown earlier, the problems of lossless data compression and prediction are very similar mathematically. In this article, we propose several forecasting methods based on real-world data compressors. We consid...

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Bibliographic Details
Main Authors: Konstantin Chirikhin, Boris Ryabko
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/3/284