{"id":"https://openalex.org/W2128350598","doi":"https://doi.org/10.1109/tit.2011.2169648","title":"Weakly Universally Consistent Forecasting of Stationary and Ergodic Time Series","display_name":"Weakly Universally Consistent Forecasting of Stationary and Ergodic Time Series","publication_year":2011,"publication_date":"2011-10-03","ids":{"openalex":"https://openalex.org/W2128350598","doi":"https://doi.org/10.1109/tit.2011.2169648","mag":"2128350598"},"language":"en","primary_location":{"id":"doi:10.1109/tit.2011.2169648","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2011.2169648","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101578476","display_name":"Daniel N. Jones","orcid":"https://orcid.org/0000-0003-4766-4827"},"institutions":[{"id":"https://openalex.org/I31512782","display_name":"Technical University of Darmstadt","ror":"https://ror.org/05n911h24","country_code":"DE","type":"education","lineage":["https://openalex.org/I31512782"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"D. Jones","raw_affiliation_strings":["Department of Mathematics, Technische Universit\u00e4t Darmstadt, Darmstadt, Germany","Dept. of Math., Tech. Univ. Darmstadt, Darmstadt, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Technische Universit\u00e4t Darmstadt, Darmstadt, Germany","institution_ids":["https://openalex.org/I31512782"]},{"raw_affiliation_string":"Dept. of Math., Tech. Univ. Darmstadt, Darmstadt, Germany","institution_ids":["https://openalex.org/I31512782"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5028420890","display_name":"Michael K\u00f6hler","orcid":"https://orcid.org/0000-0002-8372-9811"},"institutions":[{"id":"https://openalex.org/I31512782","display_name":"Technical University of Darmstadt","ror":"https://ror.org/05n911h24","country_code":"DE","type":"education","lineage":["https://openalex.org/I31512782"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"M. Kohler","raw_affiliation_strings":["Department of Mathematics, Technische Universit\u00e4t Darmstadt, Darmstadt, Germany","Dept. of Math., Tech. Univ. Darmstadt, Darmstadt, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Technische Universit\u00e4t Darmstadt, Darmstadt, Germany","institution_ids":["https://openalex.org/I31512782"]},{"raw_affiliation_string":"Dept. of Math., Tech. Univ. Darmstadt, Darmstadt, Germany","institution_ids":["https://openalex.org/I31512782"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5062581253","display_name":"Harro Walk","orcid":null},"institutions":[{"id":"https://openalex.org/I100066346","display_name":"University of Stuttgart","ror":"https://ror.org/04vnq7t77","country_code":"DE","type":"education","lineage":["https://openalex.org/I100066346"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"H. Walk","raw_affiliation_strings":["Department of Mathematics, Universit\u00e4t Stuttgart, Stuttgart, Germany","Dept. of Math., Univ. Stuttgart, Stuttgart, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Universit\u00e4t Stuttgart, Stuttgart, Germany","institution_ids":["https://openalex.org/I100066346"]},{"raw_affiliation_string":"Dept. of Math., Univ. Stuttgart, Stuttgart, Germany","institution_ids":["https://openalex.org/I100066346"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5101578476"],"corresponding_institution_ids":["https://openalex.org/I31512782"],"apc_list":null,"apc_paid":null,"fwci":0.8256,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.80066298,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"58","issue":"2","first_page":"1191","last_page":"1202"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9900000095367432,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.988099992275238,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ergodic-theory","display_name":"Ergodic theory","score":0.7742423415184021},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7174865007400513},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6808097958564758},{"id":"https://openalex.org/keywords/zero","display_name":"Zero (linguistics)","score":0.5397665500640869},{"id":"https://openalex.org/keywords/stationary-ergodic-process","display_name":"Stationary ergodic process","score":0.5193439722061157},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.48676061630249023},{"id":"https://openalex.org/keywords/conditional-expectation","display_name":"Conditional expectation","score":0.48244982957839966},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4497721195220947},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.4132063388824463},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.37021762132644653},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.19639852643013},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.15458005666732788},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1080327033996582}],"concepts":[{"id":"https://openalex.org/C122044880","wikidata":"https://www.wikidata.org/wiki/Q5498822","display_name":"Ergodic theory","level":2,"score":0.7742423415184021},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7174865007400513},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6808097958564758},{"id":"https://openalex.org/C2780813799","wikidata":"https://www.wikidata.org/wiki/Q3274237","display_name":"Zero (linguistics)","level":2,"score":0.5397665500640869},{"id":"https://openalex.org/C151424130","wikidata":"https://www.wikidata.org/wiki/Q17123911","display_name":"Stationary ergodic process","level":4,"score":0.5193439722061157},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.48676061630249023},{"id":"https://openalex.org/C186215838","wikidata":"https://www.wikidata.org/wiki/Q772232","display_name":"Conditional expectation","level":2,"score":0.48244982957839966},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4497721195220947},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.4132063388824463},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.37021762132644653},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.19639852643013},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.15458005666732788},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1080327033996582},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C115667082","wikidata":"https://www.wikidata.org/wiki/Q4200518","display_name":"Invariant measure","level":3,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tit.2011.2169648","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2011.2169648","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W629979766","https://openalex.org/W1484867920","https://openalex.org/W1498636830","https://openalex.org/W1570963478","https://openalex.org/W1578202804","https://openalex.org/W1982389390","https://openalex.org/W1995440786","https://openalex.org/W2004952476","https://openalex.org/W2013610892","https://openalex.org/W2027264865","https://openalex.org/W2056099894","https://openalex.org/W2129962685","https://openalex.org/W2133648300","https://openalex.org/W2158076035","https://openalex.org/W2160292396","https://openalex.org/W2162870748","https://openalex.org/W2165796148","https://openalex.org/W2189163527","https://openalex.org/W2335062971","https://openalex.org/W2798461040","https://openalex.org/W2799137445","https://openalex.org/W2964251103","https://openalex.org/W3100228156","https://openalex.org/W3104830080","https://openalex.org/W4205976284","https://openalex.org/W6687285729"],"related_works":["https://openalex.org/W2341040961","https://openalex.org/W4292101436","https://openalex.org/W1043977585","https://openalex.org/W4249362165","https://openalex.org/W4239611712","https://openalex.org/W2616954029","https://openalex.org/W4250397825","https://openalex.org/W4249115484","https://openalex.org/W2040159604","https://openalex.org/W1190143688"],"abstract_inverted_index":{"Static":[0],"forecasting":[1],"of":[2,12,16,35,38],"stationary":[3],"and":[4],"ergodic":[5],"time":[6,21],"series":[7],"is":[8,28,55],"considered,":[9],"i.e.,":[10],"inference":[11],"the":[13,17,24,31,52],"conditional":[14],"expectation":[15],"response":[18,53],"variable":[19,54],"at":[20],"zero":[22,47],"given":[23],"infinite":[25],"past.":[26],"It":[27],"shown":[29],"that":[30],"mean":[32],"squared":[33],"error":[34],"a":[36],"combination":[37],"suitably":[39],"defined":[40],"localized":[41],"least":[42],"squares":[43],"estimates":[44],"converges":[45],"to":[46],"for":[48],"all":[49],"distributions":[50],"where":[51],"square":[56],"integrable.":[57]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
