In this paper, we derive generic bounds on the maximum deviations in prediction errors for sequential prediction via an information-theoretic approach. The fundamental bounds are shown to depend only on the conditional entropy of the data point to be predicted given the previous data points. In the asymptotic case, the bounds are achieved if and only if the prediction error is white and uniformly distributed.

翻译：在本文中,我们通过信息理论方法得出关于连续预测的预测误差最大偏差的通用界限。 基本界限只取决于根据先前的数据点预测的数据点的有条件的星号。 在无药可依的情况下,只有当预测误差为白色且分布一致时,才会达到界限。