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

• Main Authors: Ryabko, Boris (Author), Astola, Jaakko (Author), Malyutov, Mikhail (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Subjects: Computer science.; Data structures (Computer science).; Computer science > Mathematics.; Computational linguistics.; Statistics.; Computer Science.; Data Structures, Cryptology and Information Theory.; Mathematics of Computing.; Language Translation and Linguistics.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Computational Linguistics.

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 ana...