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Multiresolution anomaly detection method for fractional Gaussian noise - MaRDI portal

Multiresolution anomaly detection method for fractional Gaussian noise (Q5128623)

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scientific article; zbMATH DE number 7267756
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English
Multiresolution anomaly detection method for fractional Gaussian noise
scientific article; zbMATH DE number 7267756

    Statements

    title
    Multiresolution anomaly detection method for fractional Gaussian noise (English)
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    author
    Lingsong Zhang
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    Zhengyuan Zhu
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    James Stephen Marron
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    publication date
    28 October 2020
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    zbMATH Keywords
    fractional Gaussian noise
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    long range dependence
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    multiscale method
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    outlier detection
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    time series
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    describes a project that uses
    SiZer
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    KernSmooth
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    Identifiers

    zbMATH DE Number
    7267756
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    Wikidata QID
    Q60521637
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    OpenAlex ID
    W2008576574
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