For a stationary stochastic process {Xn} with values in some set A, a finite word w AK is called a memory word if the conditional probability of X0 given the past is constant on t...
We consider the problem of one-step ahead prediction for time series generated by an underlying stationary stochastic process obeying the condition of absolute regularity, describi...
The causal states of computational mechanics define the minimal sufficient (prescient) memory for a given stationary stochastic process. They induce the -machine which is a hidden...