Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series (Q5087498)
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scientific article; zbMATH DE number 7551948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series |
scientific article; zbMATH DE number 7551948 |
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Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series (English)
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1 July 2022
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additive outliers patch
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Bayesian methods
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BIC
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Gibbs sampler
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Kalman smoother
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time series
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0.8924334
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0.89228874
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0.8725214
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0.87024033
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