Outliers Detection in Multivariate Time Series by Independent Component Analysis
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Publication:5457593
DOI10.1162/NECO.2007.19.7.1962OpenAlexW2171778903WikidataQ40210403 ScholiaQ40210403MaRDI QIDQ5457593FDOQ5457593
Roberto Baragona, Francesco Battaglia
Publication date: 14 April 2008
Published in: Neural Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1162/neco.2007.19.7.1962
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Cites Work
- Forecasting Using Principal Components From a Large Number of Predictors
- Determining the Number of Factors in Approximate Factor Models
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
- Outliers in multivariate time series
- Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
- Intervention analysis and multiple time series
Cited In (10)
- Robust network structure reconstruction based on Bayesian compressive sensing
- A Locally Optimal Algorithm for Estimating a Generating Partition from an Observed Time Series and Its Application to Anomaly Detection
- A mixture‐distribution factor model for multivariate outliers
- Exact variable-length anomaly detection algorithm for univariate and multivariate time series
- Outliers in multivariate time series
- Title not available (Why is that?)
- Title not available (Why is that?)
- Weight least squares algorithm for rational models with outliers
- Outlier identifiability in time series
- Outlier Detection in Multivariate Time Series by Projection Pursuit
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