Autocorrelation Functions in Geology

Geostatistics ◽  
1970 ◽  
pp. 113-141 ◽  
Author(s):  
F. P. Agterberg
Keyword(s):  
Autocorrelation Functions

scholarly journals On cryptographic properties of (n + 1)-bit S-boxes constructed by known n-bit S-boxes

2020 ◽  
Vol 15 (1) ◽  
pp. 258-265
Author(s):  
Yu Zhou ◽  
Daoguang Mu ◽  
Xinfeng Dong
Keyword(s):  
Sufficient Conditions ◽  
Sum Of Squares ◽  
Basic Component ◽  
Necessary And Sufficient Conditions ◽  
Autocorrelation Functions ◽  
Walsh Spectrum ◽  
Cryptographic Algorithms ◽  
Necessary And Sufficient ◽  
Relationship Of

AbstractS-box is the basic component of symmetric cryptographic algorithms, and its cryptographic properties play a key role in security of the algorithms. In this paper we give the distributions of Walsh spectrum and the distributions of autocorrelation functions for (n + 1)-bit S-boxes in [12]. We obtain the nonlinearity of (n + 1)-bit S-boxes, and one necessary and sufficient conditions of (n + 1)-bit S-boxes satisfying m-order resilient. Meanwhile, we also give one characterization of (n + 1)-bit S-boxes satisfying t-order propagation criterion. Finally, we give one relationship of the sum-of-squares indicators between an n-bit S-box S0 and the (n + 1)-bit S-box S (which is constructed by S0).

scholarly journals Comments on Kinetic Equation for Autocorrelation Functions

1969 ◽  
Vol 10 (6) ◽  
pp. 964-974 ◽  
Author(s):  
P. Résibois ◽  
J. Brocas ◽  
G. Decan
Keyword(s):  
Kinetic Equation ◽  
Autocorrelation Functions

Finding Autocorrelation Functions

1968 ◽  
Vol 11 (4) ◽  
pp. 246-249
Author(s):  
Dwight F. Mix
Keyword(s):  
Autocorrelation Functions

scholarly journals A forecasting the consumer price index using time series model

2021 ◽  
Vol 107 ◽  
pp. 10002
Author(s):  
Volodymyr Shinkarenko ◽  
Alexey Hostryk ◽  
Larysa Shynkarenko ◽  
Leonid Dolinskyi
Keyword(s):  
Time Series ◽  
Price Index ◽  
Consumer Price Index ◽  
Exponential Smoothing ◽  
Time Series Model ◽  
Initial Time ◽  
Autocorrelation Functions ◽  
Minimum Error ◽  
Initial Time Series

This article examines the behavior of the consumer price index in Ukraine for the period from January 2010 to September 2020. The characteristics of the initial time series, the analysis of autocorrelation functions made it possible to reveal the tendency of their development and the presence of annual seasonality. To model the behavior of the consumer price index and forecast for the next months, two types of models were used: the additive ARIMA*ARIMAS model, better known as the model of Box-Jenkins and the exponential smoothing model with the seasonality estimate of Holt-Winters. As a result of using the STATISTICA package, the most adequate models were built, reflecting the monthly dynamics of the consumer price index in Ukraine. The inflation forecast was carried out on the basis of the Holt-Winters model, which has a minimum error.

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