Compression-Based Methods of Statistical Analysis and Prediction of Time Series 1st ed. 2016 Edition

Ebook Details

Authors

Boris Ryabko, Jaakko Astola, Mikhail Malyutov

Year 2016
Pages 144
Publisher Springer
Language en
ISBN 9783319322513
File Size 1.93 MB
File Format PDF
Download Counter 749
Amazon Link

Ebook Description

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.