Compression-based methods of statistical analysis and prediction of time series / Boris Ryabko, Jaakko Astola, Mikhail Malyutov.

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

Online Access:	Full Text (via Springer)
Main Authors:	Ryabko, Boris (Author), Astola, Jaakko (Author), Malyutov, Mikhail (Author)
Format:	eBook
Language:	English
Published:	Switzerland : Springer, 2016.
Subjects:	Time-series analysis.