A sequential algorithm for the universal coding of finite memory sources

1992 ◽  
Vol 38 (3) ◽  
pp. 1002-1014 ◽  
Author(s):  
M.J. Weinberger ◽  
A. Lempe ◽  
J. Ziv
Keyword(s):  
Sequential Algorithm ◽  
Universal Coding ◽  
Finite Memory

Sequential algorithm for channel equalisation employing a stack

1976 ◽  
Vol 12 (18) ◽  
pp. 468
Author(s):  
J. Gordon ◽  
N. Montague
Keyword(s):  
Sequential Algorithm

LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET

2009 ◽  
Vol 13 (5) ◽  
pp. 625-655 ◽  
Author(s):  
Christophre Georges ◽  
John C. Wallace
Keyword(s):  
Time Series ◽  
Financial Market ◽  
Consistency Condition ◽  
Nonlinear Structure ◽  
State Variable ◽  
Bounded Memory ◽  
Long Run ◽  
Finite Memory ◽  
Aggregate Dynamics ◽  
True Structure

In this paper, we explore the consequence of learning to forecast in a very simple environment. Agents have bounded memory and incorrectly believe that there is nonlinear structure underlying the aggregate time series dynamics. Under social learning with finite memory, agents may be unable to learn the true structure of the economy and rather may chase spurious trends, destabilizing the actual aggregate dynamics. We explore the degree to which agents' forecasts are drawn toward a minimal state variable learning equilibrium as well as a weaker long-run consistency condition.

DIAGNOSIS USING FINITE MEMORY OBSERVERS ON AN UNKNOWN INPUT SYSTEM

2005 ◽  
Vol 38 (1) ◽  
pp. 13-18
Author(s):  
Guillaume Graton ◽  
Frédéric Kratz ◽  
Jacques Fantini ◽  
Pierre Dupraz
Keyword(s):  
Unknown Input ◽  
Input System ◽  
Finite Memory
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