Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling
DOI10.1016/J.JFRANKLIN.2017.12.009zbMath1393.93084OpenAlexW2783850261MaRDI QIDQ1661291
Publication date: 16 August 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2017.12.009
penalty functionsadaptive detrending with ARMA modelingdetrending a time seriesnoncausal filtering techniques
Stochastic programming (90C15) Adaptive control/observation systems (93C40) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20) Time series analysis of dynamical systems (37M10)
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