Qualitative robustness in time series (Q1095546)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Qualitative robustness in time series |
scientific article |
Statements
Qualitative robustness in time series (English)
0 references
1987
0 references
We consider robust operations in time series. We present a definition and subsequent qualitative analysis of robustness. We also present meaningful definitions of performance criteria, such as the breakdown point and the sensitivity of robust operations. We present some specific classes of robust operations, and we discuss and analyze their properties. Finally, we fully analyze a particular class of robust predictors and interpolators, for a linearly contaminated class of stationary stochastic processes.
0 references
time series
0 references
performance criteria
0 references
breakdown point
0 references
sensitivity
0 references
robust operations
0 references
robust predictors
0 references
interpolators
0 references
linearly contaminated class of stationary stochastic processes
0 references