62 search results - page 1 / 13 » Universal Codes as a Basis for Time Series Testing |
CORR
2006
Springer
13 years 11 months ago
2006
Springer
We suggest a new approach to hypothesis testing for ergodic and stationary processes. In contrast to standard methods, the suggested approach gives a possibility to make tests, ba...
DAGSTUHL
2006
14 years 17 days ago
2006
We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypothesis testing in a framework of classical mathe...
NIPS
1998
14 years 16 days ago
1998
A common way to represent a time series is to divide it into shortduration blocks, each of which is then represented by a set of basis functions. A limitation of this approach, ho...
NPL
1998
13 years 10 months ago
1998
Abstract. One of the main problems associated with arti cial neural networks online learning methods is the estimation of model order. In this paper, we report about a new approach...