State space models for time series with patches of unusual observations (Q3505320)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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