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

  • Book
  • © 2016

Overview

Authors:
  1. Boris Ryabko

    1. Inst. of Computational Technologies, Siberian Branch Russian Acad. of Science, Novosibirsk, Russia

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  2. Jaakko Astola

    1. Dept. of Signal Processing, Tampere University of Technology, Tampere, Finland

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  3. Mikhail Malyutov

    1. Dept. of Mathematics, Northeastern University, Boston, USA

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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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Table of contents (3 chapters)

  1. Front Matter

    Pages i-ix
    Download chapter PDF

  2. Statistical Methods Based on Universal Codes

    • Boris Ryabko, Jaakko Astola, Mikhail Malyutov
    Pages 1-43

  3. Applications to Cryptography

    • Boris Ryabko, Jaakko Astola, Mikhail Malyutov
    Pages 45-70

  4. SCOT-Modeling and Nonparametric Testing of Stationary Strings

    • Boris Ryabko, Jaakko Astola, Mikhail Malyutov
    Pages 71-144
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Keywords

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)

Authors and Affiliations

  • Inst. of Computational Technologies, Siberian Branch Russian Acad. of Science, Novosibirsk, Russia

    Boris Ryabko

  • Dept. of Signal Processing, Tampere University of Technology, Tampere, Finland

    Jaakko Astola

  • Dept. of Mathematics, Northeastern University, Boston, USA

    Mikhail Malyutov

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