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Indivertible Elementary Bilinear Time-Series Models for Data Encryption

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Advances in Systems Science

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 240))

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Abstract

It has been shown that coefficients of indivertible elementary bilinear time-series models can be estimated with almost no bias. Moreover, the random processes obtained by simulation of such models are not correlated. Therefore, those features suggest a possibility of practical application of indivertible elementary time-series models for data encryption.

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Correspondence to Łukasz Maliński .

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Maliński, Ł. (2014). Indivertible Elementary Bilinear Time-Series Models for Data Encryption. In: Swiątek, J., Grzech, A., Swiątek, P., Tomczak, J. (eds) Advances in Systems Science. Advances in Intelligent Systems and Computing, vol 240. Springer, Cham. https://doi.org/10.1007/978-3-319-01857-7_72

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  • DOI: https://doi.org/10.1007/978-3-319-01857-7_72

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-01856-0

  • Online ISBN: 978-3-319-01857-7

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