Detection and handling outliers in longitudinal data: wavelets decomposition as a solution
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Cites work
- A Bayesian approach to some outlier problems
- An introduction to wavelets and other filtering methods in finance and economics
- Backfitting and local likelihood methods for nonparametric mixed-effects models with longitudinal data
- Detection of outliers in longitudinal count data via overdispersion
- scientific article; zbMATH DE number 621792 (Why is no real title available?)
- scientific article; zbMATH DE number 1470722 (Why is no real title available?)
- Incremental Refinement of Computation for the Discrete Wavelet Transform
- IPO estimation of heaviness of the distribution beyond regularly varying tails
- Longitudinal Data Analysis
- Nonparametric regression analysis of longitudinal data
- Outliers and the ostensibly heavy tails
- Performance of Some Resistant Rules for Outlier Labeling
- Successive refinement of information
- THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS
- Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
- Wavelet methods in (financial) time-series processing
- Wavelet transform asymmetric Winsorized mean in detecting outlier values
- Wavelet-based detection of outliers in financial time series
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