Prediction in Total Variation: Characterizations
Studying prediction in total variation hinges on the fact (formalized above as Theorem 2.1 ) that a measure μ is absolutely continuous with respect to a measure ρ if and only if ρ predicts μ in total variation distance. This is indeed of great help; as a
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Daniil Ryabko
Universal Time-Series Forecasting with Mixture Predictors 123
SpringerBriefs in Computer Science Series Editors Stan Zdonik, Brown University, Providence, RI, USA Shashi Shekhar, University of Minnesota, Minneapolis, MN, USA Xindong Wu, University of Vermont, Burlington, VT, USA Lakhmi C. Jain, University of South Australia, Adelaide, SA, Australia David Padua, University of Illinois Urbana-Champaign, Urbana, IL, USA Xuemin Sherman Shen, University of Waterloo, Waterloo, ON, Canada Borko Furht, Florida Atlantic University, Boca Raton, FL, USA V. S. Subrahmanian, University of Maryland, College Park, MD, USA Martial Hebert, Carnegie Mellon University, Pittsburgh, PA, USA Katsushi Ikeuchi, University of Tokyo, Tokyo, Japan Bruno Siciliano, Università di Napoli Federico II, Napoli, Italy Sushil Jajodia, George Mason University, Fairfax, VA, USA Newton Lee, Institute for Education, Research, and Scholarships, Los Angeles, CA, USA
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Daniil Ryabko
Universal Time-Series Forecasting with Mixture Predictors
Daniil Ryabko Fishlife Research S.A. Belize City, Belize
ISSN 2191-5768 ISSN 2191-5776 (electronic) SpringerBriefs in Computer Science ISBN 978-3-030-54303-7 ISBN 978-3-030-54304-4 (eBook) https://doi.org/10.1007/978-3-030-54304-4 © Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive
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