Compression-based methods of statistical analysis and prediction of time series

Boris Ryabko, Jaakko Astola, Mikhail Malyutov

    Research output: Book/ReportBookScientificpeer-review

    14 Citations (Scopus)

    Abstract

    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.

    Original languageEnglish
    PublisherSpringer International Publishing
    Number of pages144
    ISBN (Electronic)978-3-319-32253-7
    ISBN (Print)978-3-319-32251-3
    DOIs
    Publication statusPublished - 1 Jan 2016
    Publication typeC1 Separate scientific books

    Publication forum classification

    • Publication forum level 2

    ASJC Scopus subject areas

    • Computer Science(all)
    • Mathematics(all)
    • Arts and Humanities(all)
    • Social Sciences(all)

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