Please use this identifier to cite or link to this item: http://hdl.handle.net/10525/757

 Title: Application of the Multivariate Prediction Method to Time Series Authors: Stupina, TatyanaLbov, Gennady Keywords: Prediction of Multivariate Heterogeneous VariableMultivariate Time SeriesComplexity of Distribution Issue Date: 2006 Publisher: Institute of Information Theories and Applications FOI ITHEA Abstract: 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. Description: * This work was financially supported by RFBR-04-01-00858. URI: http://hdl.handle.net/10525/757 ISSN: 1313-0463 Appears in Collections: Volume 13 Number 3

Files in This Item:

File Description SizeFormat