Compression-based methods of statistical analysis and prediction of time series
Auteur :
Ryabko, Boris / Astola, Jaakko / Malyutov, Mikhail
Éditeur :
Springer International Publishing AG
ISBN :
9783319322513
Date de publication :
27 mai 2016
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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;