Compression-Based Methods of Statistical Analysis and Prediction of Time Series
Boris Ryabko
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Description for Compression-Based Methods of Statistical Analysis and Prediction of Time Series
Hardback. Num Pages: 153 pages, 8 black & white illustrations, 21 colour illustrations, 20 colour tables, biography. BIC Classification: CFX; PBT; UYA; UYQL. Category: (G) General (US: Trade). Dimension: 235 x 155 x 11. Weight in Grams: 403.
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 ... Read more
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 ... Read more
Product Details
Publisher
Springer International Publishing AG
Format
Hardback
Publication date
2016
Condition
New
Weight
403g
Number of Pages
144
Place of Publication
Cham, Switzerland
ISBN
9783319322513
SKU
V9783319322513
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Compression-Based Methods of Statistical Analysis and Prediction of Time Series
The book under review describes several recent results on Universal Codes. ... its reading may be useful for non-mathematical professionals interested in handling large data sources. (Oscar Bustos, zbMATH 1360.94001, 2017)