Time-series information and learning

  • Daniil Ryabko
  • Published 2013 in
    2013 IEEE International Symposium on Information…

Abstract

Given a time series X<sub>1</sub>, ..., X<sub>n</sub>, ... taking values in a large (high-dimensional) space X, we would like to find a function f from X to a small (low-dimensional or finite) space Y such that the time series f(X<sub>1</sub>), ..., f(X<sub>n</sub>), ... retains all the information about the time-series dependence in the original sequence… (More)
DOI: 10.1109/ISIT.2013.6620455

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