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

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

Jaakko Astola, Boris Ryabko, Mikhail Malyutov

144 pages • missing pub info (view 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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