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Experimental Investigation of Forecasting Methods Based on Data Compression Algorithms

B. Ya. Ryabko^ab, V. A. Monarev<sup>a

a</sup> Institute of Computing Technologies, Siberian Branch of the Russian Academy of Sciences
^b Siberian State University of Telecommunications and Informatics

Abstract: We suggest and experimentally investigate a method to construct forecasting algorithms based on data compression methods (or the so-called archivers). By the example of predicting currency exchange rates we show that the precision of thus obtained predictions is relatively high.

UDC: 621.391.1:519

Received: 08.04.2003

 English version: Problems of Information Transmission, 2005, 41:1, 65–69

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