A class of fast and accurate deterministic trend decomposition in the spectral domain using simple and sharp diffusive filters

DOI10.1016/J.JFRANKLIN.2012.03.009zbMATH OpenNoneOpenAlexW2073906143MaRDI QIDQ473465FDOQ473465

Authors: Yih-Nen Jeng, Tzung-Ming Yang, You-Chi Cheng 

Publication date: 24 November 2014

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2012.03.009

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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Cited In (2)

• Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling
• Spectral filtering for trend estimation

Uses Software

• Mathematica
• Wavelet Toolbox

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