Universal linear least squares prediction: Upper and lower bounds

We consider the problem of sequential linear prediction of real-valued sequences under the square-error loss function. For this problem, a prediction algorithm has been demonstrated [1]

• Type: Journal
• Year: 2002
• Where: TIT
• Authors: Andrew C. Singer, Suleyman Serdar Kozat, Meir Feder
• Keywords: Prediction, Prediction Error, Sequential Linear Prediction, TIT 2002