Data compression and learning in time sequences analysis
DOI10.1016/S0167-2789(03)00047-2zbMath1094.68567arXivcond-mat/0207321OpenAlexW2048283878MaRDI QIDQ1870470
Dario Benedetto, Angelo Vulpiani, Emanuele Caglioti, Vittorio Loreto, Andrea Puglisi
Publication date: 13 May 2003
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0207321
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science) (68P30)
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