62 search results - page 1 / 13 » Universal Codes as a Basis for Time Series Testing |
CORR
2006
Springer
13 years 4 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
13 years 6 months 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
13 years 6 months 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 4 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...