Zac Hatfield-Dodds answers Is there a ‘time series forecasting’ equivalent of AIXI?

[Zac Hatfield-Dodds]

I think you’re looking for Solomonoff Induction, which is the first half of AIXI.

[Charlie Steiner]

The classic textbook on it if you want to read more is Li and Vitanyi’s Introduction to Kolmogorov Complexity.