Compression-Based Methods of Statistical Analysis and Prediction of Time Series by Boris Ryabko, Mikhail Malyutov, Jaakko Astola

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

Boris Ryabko, Mikhail Malyutov, Jaakko Astola

144 pages • missing pub info (editions)

nonfiction art computer science science
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Description

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...

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