000			nam a22 7a 4500
999			_c29367 _d29367
008			190219b xxu||||| |||| 00| 0 eng d
020			_a9783319322513
082			_a519.55 _bRYA
100			_aRyabko, Boris
245			_aCompression-based methods of statistical analysis and prediction of time series
260			_aSwitzerland : _bSpringer, _c2016
300			_aix, 144 p. : _bill. : _c24 cm.
365			_aEURO _b109.99
504			_aIncludes bibliographical references.
520			_aUniversal 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.
650			_aTime-series analysis
650			_aMathematics
650			_aProbability
650			_aStatistics
700			_aAstola, Jaakko
700			_aMalyutov, Mikhail
942			_2ddc _cBK