Universal Relationships in Measures of Unpredictability
Statistics Theory
2009-04-15 v1 Statistics Theory
Abstract
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.
Cite
@article{arxiv.0904.2014,
title = {Universal Relationships in Measures of Unpredictability},
author = {Finn Macleod and Alexei Pokrovskii and Dima Rachinskii},
journal= {arXiv preprint arXiv:0904.2014},
year = {2009}
}