As an example, in a finance context, folks with certain trading strategies
might be interested to predict "whether the general trend of a stock price,
during the next 90 days is going to demonstrate a large move in either
direction."    Further, they may use an error measure that more heavily
weights errors in some contexts (say, non-volatile markets).

This is a kind of prediction, carried out in practice by many people.  It
possibly can be shown equivalent, under some conditions, to some kind of
lossy compression -- but such a demonstration of equivalence doesn't seem
very straightforward, and the conditions may end up being too weird for the
equivalence to be useful or interesting...

-- Ben

On Wed, Sep 5, 2012 at 7:02 AM, Tim Tyler <[email protected]> wrote:

>  On 04/09/2012 19:26, Ben Goertzel wrote:
>
>  I guess this is the sort of thing Russell means by the disconnect between
> theory and engineering/science practice, regarding the connection between
> compression and prediction.
>
>
> I list "latency" and "buffering" as differences on my page about the topic:
>
> http://matchingpennies.com/forecasting_as_compression/
>
> Which is not to deny the mathematical equivalence between prediction
> and stream compression - just to say that practical predictors typically
> draw from a somewhat different region of the parameter space from
> practical stream compressors.
> --
> __________
>  |im |yler  http://timtyler.org/  [email protected]  Remove lock to reply.
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-- 
Ben Goertzel, PhD
http://goertzel.org

"My humanity is a constant self-overcoming" -- Friedrich Nietzsche



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