Experimental investigation of forecasting methods based on data compression algorithms

Author： Ryabko B.   Monarev V.  

Publisher： MAIK Nauka/Interperiodica

ISSN： 0032-9460

Source： Problems of Information Transmission, Vol.41, Iss.1, 2005-01, pp. : 65-69

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

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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.

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