Forecast

Calculates and displays the symbol's probability distribution at each time unit, in a forecasting time interval, given some previous observation history.

Usage: forecast( $<$F$>$, $<$object_1$>$ [,$<$object_2$>$])

where $<$F$>$ is the size, in time units, of the forecasting time interval; $<$object_1$>$ is the MTK object containing the observation history; and [$<$object_2$>$], an optional parameter, is the MTK object used to store the most likely symbol of each distribution of each time unit.

Output: Prints, for each time unit, its symbol probability distribution, the most probable symbol of this distribution, and the entropy[#!info_theory!#], in bits, of the distribution.