Prediction of Multivariate Heterogeneous Variable Multivariate Time Series Complexity of Distribution
Institute of Information Theories and Applications FOI ITHEA
An approach to solving the problem of heterogeneous multivariate time series analysis with respect to
the sample size is considered in this paper. The criterion of prediction multivariate heterogeneous variable is used
in this approach. For the fixed complexities of probability distribution and logical decision function class the
properties of this criterion are presented.
* This work was financially supported by RFBR-04-01-00858.