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Probl. Peredachi Inf., 2005, Volume 41, Issue 1, Pages 74–78 (Mi ppi90)  

This article is cited in 4 scientific papers (total in 4 papers)

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Experimental Investigation of Forecasting Methods Based on Data Compression Algorithms

B. Ya. Ryabkoab, V. A. Monareva

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

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.

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English version:
Problems of Information Transmission, 2005, 41:1, 65–69

Bibliographic databases:

UDC: 621.391.1:519
Received: 08.04.2003

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
\Bibitem{RyaMon05}
\by B.~Ya.~Ryabko, V.~A.~Monarev
\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{http://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}


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

    This publication is cited in the following articles:
    1. 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  mathnet  crossref  mathscinet  zmath  isi  elib  elib
    2. 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  crossref  mathscinet  isi
    3. Nechta I.V., “Metod vnedreniya skrytykh soobschenii v ispolnyaemye faily”, Vestnik SibGUTI, 2011, no. 2, 3–10  elib
    4. A. S. Lysyak, B. Ya. Ryabko, “Time series prediction based on data compression methods”, Problems Inform. Transmission, 52:1 (2016), 92–99  mathnet  crossref  mathscinet  isi  elib  elib
  • Проблемы передачи информации Problems of Information Transmission
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