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Author Ryabko, Boris, author
Title Compression-based methods of statistical analysis and prediction of time series / by Boris Ryabko, Jaakko Astola, Mikhail Malyutov
Imprint Cham : Springer International Publishing : Imprint: Springer, 2016
book jacket
Descript 1 online resource (ix, 144 pages) : illustrations, digital ; 24 cm
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
text file PDF rda
Note Statistical Methods Based on Universal Codes -- Applications to Cryptography -- SCOT-Modeling and Nonparametric Testing of Stationary Strings
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
Host Item Springer eBooks
Subject Time-series analysis
Computer Science
Data Structures, Cryptology and Information Theory
Mathematics of Computing
Language Translation and Linguistics
Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
Computational Linguistics
Alt Author Astola, Jaakko, author
Malyutov, Mikhail, author
SpringerLink (Online service)
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