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Book Cover
E-book
Author Ryabko, Boris, author.

Title Compression-based methods of statistical analysis and prediction of time series / Boris Ryabko, Jaakko Astola, Mikhail Malyutov
Published Switzerland : Springer, 2016

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Description 1 online resource (ix, 145 pages) : illustrations (some color)
Contents Statistical Methods Based on Universal Codes -- Applications to Cryptography -- SCOT-Modeling and Nonparametric Testing of Stationary Strings
Summary 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
Bibliography Includes bibliographical references
Notes Online resource; title from PDF title page (SpringerLink, viewed May 31, 2016)
Subject Time-series analysis.
MATHEMATICS -- Applied.
MATHEMATICS -- Probability & Statistics -- General.
Time-series analysis
Form Electronic book
Author Astola, Jaakko, author.
Malyutov, Mikhail, author
ISBN 9783319322537
3319322532
3319322516
9783319322513