2009/04/13 by Macleod, Finn, Pokrovskii, Alexei, Rachinskii, Dima
#FOS: Mathematics #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.0904.2014
The predictability of a sequence is defined as the asymptotic performance of the best performing predictor in a given class. The value of the predictability of a sequence will in general depend on the choice of this predictor class. The existence of universal properties of predictability is demonstrated by looking at relationships between different sequences - these relationships hold for any class of predictors satisfying a certain set of axioms.