Smoothness prior approach to explore mean structure in large-scale time series

DOI10.1016/S0304-3975(02)00180-9zbMATH Open1026.68150MaRDI QIDQ1870538FDOQ1870538

Authors: Tomoyuki Higuchi, Fumiyo N. Kondo, Genshiro Kitagawa 

Publication date: 14 May 2003

Published in: Theoretical Computer Science (Search for Journal in Brave)

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zbMATH Keywords

data miningstate space modeltime seriesseasonal adjustmentGPSsmoothness priorsPOSspace-time data

Mathematics Subject Classification ID

Cites Work

• A new look at the statistical model identification
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• Modeling by shortest data description
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• A Distributed Lag Estimator Derived from Smoothness Priors
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• SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
• On use of the Kalman filter for spatial smoothing
• Detection of Coseismic Changes of Underground Water Level

Cited In (2)

• Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach
• Title not available (Why is that?)

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