A note on prediction for discrete time series

Gusztáv Morvai; Benjamin Weiss

Displaying similar documents to “A note on prediction for discrete time series”

Inferring the residual waiting time for binary stationary time series

Gusztáv Morvai, Benjamin Weiss (2014)

Kybernetika

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For a binary stationary time series define $σ_{n}$ to be the number of consecutive ones up to the first zero encountered after time $n$ , and consider the problem of estimating the conditional distribution and conditional expectation of $σ_{n}$ after one has observed the first $n$ outputs. We present a sequence of stopping times and universal estimators for these quantities which are pointwise consistent for all ergodic binary stationary processes. In case the process is a renewal process with zero the...

About stability of risk-seeking optimal stopping

Raúl Montes-de-Oca, Elena Zaitseva (2014)

Kybernetika

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We offer the quantitative estimation of stability of risk-sensitive cost optimization in the problem of optimal stopping of Markov chain on a Borel space $X$ . It is supposed that the transition probability $p (\cdot | x)$ , $x \in X$ is approximated by the transition probability $\tilde{p} (\cdot | x)$ , $x \in X$ , and that the stopping rule ${\tilde{f}}_{*}$ , which is optimal for the process with the transition probability $\tilde{p}$ is applied to the process with the transition probability $p$ . We give an upper bound (expressed in term of the total variation distance:...

On an algorithm for testing T4 solvability of max-plus interval systems

Helena Myšková (2012)

Kybernetika

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In this paper, we shall deal with the solvability of interval systems of linear equations in max-plus algebra. Max-plus algebra is an algebraic structure in which classical addition and multiplication are replaced by $\oplus$ and $\otimes$ , where $a \oplus b = max {a, b}$ , $a \otimes b = a + b$ . The notation $𝔸 \otimes x = 𝕓$ represents an interval system of linear equations, where $𝔸 = [\bar{b}, \bar{A}]$ and $𝕓 = [\underset{̲}{b}, \bar{b}]$ are given interval matrix and interval vector, respectively. We can define several types of solvability of interval systems. In this paper, we define the T4 solvability and...