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

DOI10.1007/978-3-319-32253-7zbMath1360.94001OpenAlexW2489633265WikidataQ61711204 ScholiaQ61711204MaRDI QIDQ2820854

M. B. Malyutov, Boris Ya. Ryabko, Jaakko T. Astola

Publication date: 9 September 2016

Full work available at URL: https://doi.org/10.1007/978-3-319-32253-7

zbMATH Keywords

predictiontime seriescompression

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Non-Markovian processes: hypothesis testing (62M07) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to information and communication theory (94-01)

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