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l_1 Trend Filtering
detrending regularization Hodrick–Prescott fi ltering piecewise linear fi tting
2015/7/9
The problem of estimating underlying trends in time series data arises in a variety of disciplines. In this paper we propose a variation on Hodrick-Prescott (H-P) filtering, a widely used method for t...
Robust and Trend Following Student's t Kalman Smoothers
Robust and Trend Following Student's t Kalman Smoothers
2013/5/2
We present a Kalman smoothing framework based on modeling errors using the heavy tailed Student's t distribution, along with algorithms, convergence theory, open-source general implementation, and sev...
Research trend analysis of study areas in Qinghai-Tibet Plateau based on the spatial information mining from scientific literatures
study area Qinghai-Tibet Plateau spatial analysis Bibliometrics
2013/9/2
The subject intersection becomes one of the hot research topics recently. It is a new direction to integrate the GIS technologies with Bibliometrics. The literatures concerned with geosciences normall...
On tail trend detection: modeling relative risk
extreme value distribution regular variation extreme rainfall
2011/7/6
A simple and natural model is introduced for studying a trend in the tail of a probability distribution over time (or over space).
Simple Estimators for Parametric Markovian Trend of Ergodic Processes Based on Sampled Data
discrete sampling parametric estimation stochastic differential equation trajectory-fitting
2009/3/9
Let X be a stochastic process obeying a stochastic differential equation of the form dXt = b(Xt, θ)dt + dYt, where Y is an adapted driving process possibly depending on X’s past history, and θ ∈ Θ ...
A Proposal to Improve the Patient Survey Focusing on the Recent Trend of Increase in the Missing Data
nonresponse number of patients Patient Survey ratio estimation stratified random sampling variable weighting
2009/3/9
The Patient Survey is a designated statistical survey conducted every three years with the objective of obtaining basic data on the current status of patients in medical institutions in Japan. One of ...
Trend Extraction from Time Series with Structural Breaks and Missing Observations
Break point break point location dummies gaps Hodrick-Prescott filter interpolation Leser filter missing observations smoothing spline structural breaks time-series trend
2009/3/5
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. Practical problems arise, however, if the time series cont...
Trend Estimation and the Hodrick-Prescott Filter
Signal-noise ratios smoothing constant stochastic cycles stochastic trends unobserved components models
2009/3/5
The article analyses the relationship between unobserved component trend-cycle models and the Hodrick-Prescott filter. Consideration is given to the consequences of using an inappropriate smoothing co...
Real time estimation in local polynomial regression，with application to trend-cycle analysis
Henderson filter trend estimation Musgrave asymmetric filters
2010/3/17
The paper focuses on the adaptation of local polynomial filters at
the end of the sample period.We show that for real time estimation of
signals (i.e., exactly at the boundary of the time support) w...
会议信息
篇名
Analysis of current research in integrated maangement and services of information resources and its future trend in China
语种
英文
撰写或编译
撰写
作者
Xingcheng Liu
第一作者单位
Renmin University of China
会议名称...