Compression-Based Methods of Statistical Analysis and Prediction of Time Series

Universal codes efficiently compress sequences generated by stationary and ergodic sources with unknown statistics, and they were originally designed for lossless data compression. In the meantime, it was realized that they can be used for solving important problems of prediction and statistical ana...

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Bibliographic Details
Main Authors: Ryabko, Boris, Astola, Jaakko (Author), Malyutov, Mikhail (Author)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2016, 2016
Edition:1st ed. 2016
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Statistical Methods Based on Universal Codes
  • Applications to Cryptography
  • SCOT-Modeling and Nonparametric Testing of Stationary Strings