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

Lieferzeit: Lieferbar innerhalb 14 Tagen

106,99 

ISBN: 3319812343
ISBN 13: 9783319812342
Autor: Ryabko, Boris/Astola, Jaakko/Malyutov, Mikhail
Verlag: Springer Verlag GmbH
Umfang: ix, 144 S., 8 s/w Illustr., 21 farbige Illustr., 144 p. 29 illus., 21 illus. in color.
Erscheinungsdatum: 30.05.2018
Auflage: 1/2016
Produktform: Kartoniert
Einband: Kartoniert

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.

Artikelnummer: 5405807 Kategorie:

Beschreibung

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.

Herstellerkennzeichnung:


Springer Verlag GmbH
Tiergartenstr. 17
69121 Heidelberg
DE

E-Mail: juergen.hartmann@springer.com

Das könnte Ihnen auch gefallen …