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

DOI10.1016/S0304-3975(02)00180-9MaRDI QIDQ1870538zbMATH OpenFDO

Authors Tomoyuki Higuchi, Fumiyo N. Kondo, Genshiro Kitagawa

Publication date 14 May 2003

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

zbMATH Keywords

data miningstate space modeltime seriesseasonal adjustmentGPSsmoothness priorsPOSspace-time data

Mathematics Subject Classification ID

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

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