CONTINUED FRACTIONS: YET ANOTHER TOOL TO OVERCOME THE CURSE OF DIMENSIONALITY

摘要

We provide a rapid prediction method, in which a larger number of antecedents is accounted for than is currently considered. To this end, we encode the successive (possi- bly rescaled) values of a time series, as the partial quotients of a continued fraction, resulting in a number from the unit interval. The accuracy of a rule-based system utiliz- ing this coding is investigated to some extent. Qualitative criteria for the applicability of the algorithm are formulated.