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yangboz edited this page Apr 10, 2013
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Welcome to the LotteryPrediction wiki!
User Story:
Given: a single time series, perhaps a very long one, from a stochastic process which is basically unknown; perhaps merely that it is stationary and ergodic.
Desired: a forecast which will converge on the best possible forecast, as the series becomes longer and longer. Or: the best possible forecast from within a fixed class of forecasting algorithms.
A solution is called a universal prediction algorithm because it applied equally to all the processes within the class, and is not tailored to any one of them.
More:http://masi.cscs.lsa.umich.edu/~crshalizi/notabene/universal-prediction.html