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Compression-based methods of statist...

Ryabko, Boris.

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

Record Type:	Electronic resources : Monograph/item
Title/Author:	Compression-based methods of statistical analysis and prediction of time series/ by Boris Ryabko, Jaakko Astola, Mikhail Malyutov.
Author:	Ryabko, Boris.
other author:	Astola, Jaakko.
Published:	Cham :Springer International Publishing : : 2016.,
Description:	ix, 144 p. :ill., digital ;24 cm.
[NT 15003449]:	Statistical Methods Based on Universal Codes -- Applications to Cryptography -- SCOT-Modeling and Nonparametric Testing of Stationary Strings.
Contained By:	Springer eBooks
Subject:	Time-series analysis. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-32253-7
ISBN:	9783319322537

Compression-based methods of statistical analysis and prediction of time series
Ryabko, Boris.

Compression-based methods of statistical analysis and prediction of time series[electronic resource] /by Boris Ryabko, Jaakko Astola, Mikhail Malyutov. - Cham :Springer International Publishing :2016. - ix, 144 p. :ill., digital ;24 cm.

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.

ISBN: 9783319322537

Standard No.: 10.1007/978-3-319-32253-7doiSubjects--Topical Terms:

532530
Time-series analysis.

LC Class. No.: QA280

Dewey Class. No.: 519.55

Compression-based methods of statistical analysis and prediction of time series
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100 1 $a Ryabko, Boris. $3 2194829
245 1 0 $a Compression-based methods of statistical analysis and prediction of time series $h [electronic resource] / $c by Boris Ryabko, Jaakko Astola, Mikhail Malyutov.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2016.
300 $a ix, 144 p. : $b ill., digital ; $c 24 cm.
505 0 $a Statistical Methods Based on Universal Codes -- Applications to Cryptography -- SCOT-Modeling and Nonparametric Testing of Stationary Strings.
520 $a 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.
650 0 $a Time-series analysis. $3 532530
650 1 4 $a Computer Science. $3 626642
650 2 4 $a Data Structures, Cryptology and Information Theory. $3 891008
650 2 4 $a Mathematics of Computing. $3 891213
650 2 4 $a Language Translation and Linguistics. $3 892561
650 2 4 $a Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. $3 1005896
650 2 4 $a Computational Linguistics. $3 893900
700 1 $a Astola, Jaakko. $3 601136
700 1 $a Malyutov, Mikhail. $3 2194830
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773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-32253-7
950 $a Computer Science (Springer-11645)