Title: Compression-Based Methods of Statistical Analysis and Prediction of Time Series
Publisher: Springer
Publication Date: 2018
Language: English
ISBN 10: 3319812343
ISBN 13: 9783319812342
Binding: Soft cover
Condition: New

About this title

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...

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