$\ell_1$ Trend Filtering (Q3632437)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | $\ell_1$ Trend Filtering |
scientific article |
Statements
$\ell_1$ Trend Filtering (English)
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11 June 2009
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time series analysis
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trend estimation
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\(\ell_1\) regularization
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Hodrick-Prescott filtering
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piecewise linear fitting
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sparse signal recovery
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feature selection
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