Compression-Based Methods of Statistical Analysis and Prediction of Time Series [electronic resource]

• Tác giả: Jaakko Astola, Mikhail Malyutov, Boris Ryabko
• ISBN-13: 978-3319322537
• Ký hiệu phân loại: 003.54 Information theory
• Thông tin xuất bản: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Mô tả vật lý: IX, 144 p. 29 illus., 21 illus. in color. , online resource.
• Bộ sưu tập: Tài liệu truy cập mở
• ID: 328157
• Chủ đề: 1. Computer science—Mathematics; 2. Data structures (Computer science); 3. Information theory; 4. Natural language processing (Computer science); 5. Statistics

Tóm tắt

 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.