Defensive Forecasting is an online forecasting technique for Binary Labels
The alogorithm is based on the below "Defensive Forecasting" white paper.
http://www.gatsby.ucl.ac.uk/aistats/fullpapers/224.pdf
I am working with Prof. Glenn Shafer to implement the algorithm in Python.
For more information on Defensive Forecasting algorithm please read:
http://stat.rutgers.edu/home/hcrane/seminar/shafer-slides2.pdf
Python program for Defensive Forecasting Algorithm is still in build and test state.