Universal codes as a basis for nonparametric testing of serial independence for time series.
Boris RyabkoJaakko AstolaPublished in: ISIT (2005)
Keyphrases
- change point detection
- test cases
- dynamic time warping
- error correction
- software testing
- real time
- hierarchical bayesian
- stock market
- chronic hepatitis
- nonparametric regression
- multivariate time series
- sequential data
- symbolic representation
- information theoretic
- data driven
- long term
- artificial neural networks
- neural network