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

Authors: Ryabko, Boris, Astola, Jaakko, Malyutov, Mikhail

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  • Useful for researchers and graduate students in information theory, coding, cryptography, statistics, and computational linguistics
  • Topics of foundational interest
  • Describes applications such as attacks on block ciphers and authorship attribution
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eBook 91,62 €
price for Spain (gross)
  • ISBN 978-3-319-32253-7
  • Digitally watermarked, DRM-free
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Hardcover 114,39 €
price for Spain (gross)
  • ISBN 978-3-319-32251-3
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  • Usually dispatched within 3 to 5 business days.
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Softcover 114,39 €
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  • ISBN 978-3-319-81234-2
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  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

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.

Reviews

“The book under review describes several recent results on Universal Codes. … its reading may be useful for non-mathematical professionals interested in handling large data sources.” (Oscar Bustos, zbMATH 1360.94001, 2017)


Table of contents (3 chapters)

  • Statistical Methods Based on Universal Codes

    Ryabko, Boris (et al.)

    Pages 1-43

    Preview Buy Chapter 30,19 €
  • Applications to Cryptography

    Ryabko, Boris (et al.)

    Pages 45-70

    Preview Buy Chapter 30,19 €
  • SCOT-Modeling and Nonparametric Testing of Stationary Strings

    Ryabko, Boris (et al.)

    Pages 71-144

    Preview Buy Chapter 30,19 €

Buy this book

eBook 91,62 €
price for Spain (gross)
  • ISBN 978-3-319-32253-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 114,39 €
price for Spain (gross)
  • ISBN 978-3-319-32251-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 114,39 €
price for Spain (gross)
  • ISBN 978-3-319-81234-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Compression-Based Methods of Statistical Analysis and Prediction of Time Series
Authors
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-32253-7
DOI
10.1007/978-3-319-32253-7
Hardcover ISBN
978-3-319-32251-3
Softcover ISBN
978-3-319-81234-2
Edition Number
1
Number of Pages
IX, 144
Number of Illustrations
8 b/w illustrations, 21 illustrations in colour
Topics