Compression-based methods of statistical analysis and prediction of time series

Boris Ryabko, Jaakko Astola, Mikhail Malyutov

Research output: Book/ReportBookResearchpeer-review

15 Citations (Scopus)

Abstract

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.

Original languageEnglish
PublisherSpringer International Publishing AG
Number of pages144
ISBN (Electronic)9783319322537
ISBN (Print)9783319322513
DOIs
Publication statusPublished - 1 Jan 2016
Externally publishedYes

OECD FOS+WOS

  • 1.01 MATHEMATICS
  • 1.02 COMPUTER AND INFORMATION SCIENCES

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