State space models for time series with patches of unusual observations (Q3505320): Difference between revisions

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Latest revision as of 12:13, 28 June 2024

scientific article
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State space models for time series with patches of unusual observations
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    State space models for time series with patches of unusual observations (English)
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    18 June 2008
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    Kalman filter
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    leave-\(k\)-out
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    outliers
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    shock detection
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    smoothing
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