Experimental investigation of forecasting methods based on data compression algorithms |
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| Authors: | B. Ya. Ryabko V. A. Monarev |
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| Affiliation: | (1) Siberian State University of Telecommunication and Information Science Institute of Computational Technologies, Novosibirsk;(2) Institute of Computational Technologies, Siberian Branch of the RAS, Novosibirsk |
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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.Translated from Problemy Peredachi Informatsii, No. 1, 2005, pp. 74–78.Original Russian Text Copyright © 2005 by Ryabko, Monarev.Supported in part by the Russian Foundation for Basic Research, project no. 03-01-00495, and INTAS, Grant 00-738. |
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