Compositional trend filtering

DOI10.33039/AMI.2021.02.004MaRDI QIDQ4997008zbMATH OpenOpenAlexFDO

Authors Christopher Rieser, P. Filzmoser

Publication date 25 June 2021

Published in Annales Mathematicae et Informaticae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.33039/ami.2021.02.004

zbMATH Keywords

compositional dataCOVID-19trend filtering

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical epidemiology (92C60)

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Cited in

(3)

• Sparse HP filter: finding kinks in the COVID-19 contact rate
• Elastic trend filtering
• Trends by adaptive Fourier decomposition and application in prediction

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