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.
CITATION STYLE
Morvai, G. (2003). Guessing the Output of a Stationary Binary Time Series (pp. 207–215). https://doi.org/10.1007/978-3-642-57410-8_18
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