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

by Boris Ryabko (Author), Mikhail Malyutov (Author), Jaakko Astola (Author)

• New

  Hardcover
  2016

  $144.50

  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;