Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time
نویسندگان
چکیده
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 mathematical statistics. The methods for identity testing and nonparametric testing of serial independence for time series are described. AMS subject classification: 60G10, 62M07, 68Q30, 68W01, 94A29.
منابع مشابه
Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypotheses testing in a framework of classical mathematical statistics. The methods for identity testing and nonparametric testing of serial independence for time series are suggested. AMS subject classification: 60G10, 62M07, 68Q30, 68W01, 94A29.
متن کاملUniversal Codes as a Basis for Time Series Testing
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, based on any lossless data compression method even if the distribution law of the codeword lengths is not known. We apply this approach to the following four problems: goodness-oft testing (or identity testing), testing ...
متن کاملApplication of data compression methods to hypothesis testing for ergodic and stationary processes
We show that data compression methods (or universal codes) can be applied for hypotheses testing in a framework of classical mathematical statistics. Namely, we describe tests, which are based on data compression methods, for the three following problems: i) identity testing, ii) testing for independence and iii) testing of serial independence for time series. Applying our method of identity te...
متن کاملApplications of Universal Source Coding to Statistical Analysis of Time Series
We show how universal codes can be used for solving some of the most important statistical problems for time series. By definition, a universal code (or a universal lossless data compressor) can compress any sequence generated by a stationary and ergodic source asymptotically to the Shannon entropy, which, in turn, is the best achievable ratio for lossless data compressors. We consider finite-a...
متن کاملOptimizing Cost Function in Imperialist Competitive Algorithm for Path Coverage Problem in Software Testing
Search-based optimization methods have been used for software engineering activities such as software testing. In the field of software testing, search-based test data generation refers to application of meta-heuristic optimization methods to generate test data that cover the code space of a program. Automatic test data generation that can cover all the paths of software is known as a major cha...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2006