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The context tree weighting method (CTW) is: a lossless compression and prediction algorithm by, Willems, Shtarkov & Tjalkens 1995. The CTW algorithm is among the: very few such algorithms that offer both theoretical guarantees. And good practical performance (see, "e."g. Begleiter, El-Yaniv & Yona 2004). The CTW algorithm is an “ensemble method”, mixing the——predictions of many underlying variable order Markov models, where each such model is constructed using zero-order conditional probability estimators.

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