Accurate Changing Point Detection for Mean Filtering

It is often desirable to find the underlying trends in time series data. This is a well known signal processing problem that has many applications in areas such as financial data analysis, climatology, biological and medical sciences. Mean filtering finds a piece-wise constant trend in the data whil...

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Veröffentlicht in:	IEEE signal processing letters Jg. 23; H. 2; S. 297 - 301
Hauptverfasser:	Ottersten, Johan, Wahlberg, Bo, Rojas, Cristian R.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York IEEE 01.02.2016 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Schlagworte:	Data models Difference equations l1 mean filtering Noise measurement Signal processing Signal processing algorithms stair-case effect taut-string algorithm Time series Time series analysis Trends stair-case effect taut-string algorithm {\ell _1} mean filtering
ISSN:	1070-9908, 1558-2361
Online-Zugang:	Volltext
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