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arXiv · 0904.2014

Universal Relationships in Measures of Unpredictability

Finn Macleod·Alexei Pokrovskii·Dima Rachinskii
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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.

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Finn Macleod, Alexei Pokrovskii, Dima Rachinskii. 2009-04-13. Universal Relationships in Measures of Unpredictability. https://arxiv.org/abs/0904.2014

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