21 search results - page 2 / 5 » Robust exponential smoothing of multivariate time series |
SDM
2009
SIAM
14 years 4 months ago
2009
SIAM
Anomaly detection in multivariate time series is an important data mining task with applications to ecosystem modeling, network traffic monitoring, medical diagnosis, and other d...
CSDA
2010
13 years 7 months ago
2010
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
VR
2003
IEEE
14 years 21 days ago
2003
IEEE
We present an experiment comparing double exponential smoothing and Kalman filter-based predictive tracking algorithms with derivative free measurement models. Our results show t...
IJCNN
2007
IEEE
14 years 1 months ago
2007
IEEE
— Rapidly evolving businesses generate massive amounts of time-stamped data sequences and defy a demand for massively multivariate time series analysis. For such data the predict...
LISA
2000
13 years 8 months ago
2000
The open-source software RRDtool and Cricket provide a solution to the problem of collecting, storing, and visualizing service network time series data for the real-time monitorin...