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

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...

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Bibliographic Details
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.
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Online Access: Full text (Wentworth users only)