平稳二值时间序列的输出猜测
Guessing the output of a stationary binary time series
摘要：
二值时间序列$\{X_n\}_{n=0}^{\infty}$的前向预测问题是在没有过程$\{X_n\}$的分布的先验知识的情况下，基于观测$X_i$、$0\le i\le n$来估计$X_{n+1}=1$的概率。众所周知，如果在$n$的所有值处进行估计，则这是不可能的。我们提出了一个简单的程序，将试图使这样的预测无限经常在精心选择的停时选择的算法。还显示了停时的增长率。
英文摘要：
The forward prediction problem for a binary time series $\{X_n\}_{n=0}^{\infty}$ is to estimate the probability that $X_{n+1}=1$ based on the observations $X_i$, $0\le i\le n$ without prior knowledge of the distribution of the process $\{X_n\}$. It is known that this is not possible if one estimates at all values of $n$. We present a simple procedure which will attempt to make such a prediction infinitely often at carefully selected stopping times chosen by the algorithm. The growth rate of the stopping times is also exhibited.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
