Robust online signal extraction from multivariate time series
نویسندگان
چکیده
منابع مشابه
Robust online signal extraction from multivariate time series
We introduce robust regression-based online filters for multivariate time series and discuss their performance in real time signal extraction settings. We focus on methods that can deal with time series exhibiting patterns such as trends, level changes, outliers and a high level of noise as well as periods of a rather steady state. In particular, the data may be measured on a discrete scale whi...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2010
ISSN: 0167-9473
DOI: 10.1016/j.csda.2009.10.009