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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Vydáno v:	IEEE signal processing letters Ročník 23; číslo 2; s. 297 - 301
Hlavní autoři:	Ottersten, Johan, Wahlberg, Bo, Rojas, Cristian R.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	New York IEEE 01.02.2016 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Témata:	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
On-line přístup:	Získat plný text
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