Application and Analysis of Time Series Prediction Efficient Methods Based on the Krichevsky Predictor
Anastasia Malysheva, Anton A. Rakitskiy · 2019 International Multi-Conference on Engineering, Computer and Information Sciences (SIBIRCON) · 2019
In this paper we present the algorithm of calculation of the Krichevsky's predictor and R-measure based on it. This algorithm allows to compute the predictor in linear time. We present the description of the algorithm, some of its features and the results of its application. In addition, we present the results of comparative analysis of R-measure and other prediction methods application on real time series problems.