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

Ryabko, Boris; Astola, Jaakko; Malyutov, Mikhail

 
9783319322513: Compression-Based Methods of Statistical Analysis and Prediction of Time Series

Synopsis

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 analysis of time series, and this book describes recent results in this area.

The first chapter introduces and describes the application of universal codes to prediction and the statistical analysis of time series; the second chapter describes applications of selected statistical methods to cryptography, including attacks on block ciphers; and the third chapter describes a homogeneity test used to determine authorship of literary texts.

The book will be useful for researchers and advanced students in information theory, mathematical statistics, time-series analysis, and cryptography. It is assumed that the reader has some grounding in statistics and in information theory.

"synopsis" may belong to another edition of this title.

From the Back Cover

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 analysis of time series, and this book describes recent results in this area.

The first chapter introduces and describes the application of universal codes to prediction and the statistical analysis of time series; the second chapter describes applications of selected statistical methods to cryptography, including attacks on block ciphers; and the third chapter describes a homogeneity test used to determine authorship of literary texts.

The book will be useful for researchers and advanced students in information theory, mathematical statistics, time-series analysis, and cryptography. It is assumed that the reader has some grounding in statistics and in information theory.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9783319812342: Compression-Based Methods of Statistical Analysis and Prediction of Time Series

Featured Edition

ISBN 10:  3319812343 ISBN 13:  9783319812342
Publisher: Springer, 2018
Softcover