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

Buch | Hardcover
IX, 144 Seiten
2016 | 1st ed. 2016
Springer International Publishing (Verlag)
978-3-319-32251-3 (ISBN)

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Compression-Based Methods of Statistical Analysis and Prediction of Time Series - Boris Ryabko, Jaakko Astola, Mikhail Malyutov
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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.

Statistical Methods Based on Universal Codes.- Applications to Cryptography.- SCOT-Modeling and Nonparametric Testing of Stationary Strings.

"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)

Erscheinungsdatum
Zusatzinfo IX, 144 p. 29 illus., 21 illus. in color.
Verlagsort Cham
Sprache englisch
Maße 155 x 235 mm
Themenwelt Informatik Theorie / Studium Algorithmen
Schlagworte authorship attribution • Block Ciphers • Computational Linguistics • Computer Science • Data Compression • Data Structures, Cryptology and Information Theory • Forecasting • Homogeneity Testing • language translation and linguistics • Mathematics of Computing • Random-Number Generators • SCOT-Modeling • Statistics for Engineering, Physics, Computer Scie • Stream Ciphers • Text Comparison • Universal Codes
ISBN-10 3-319-32251-6 / 3319322516
ISBN-13 978-3-319-32251-3 / 9783319322513
Zustand Neuware
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