Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling

DOI10.1016/J.JFRANKLIN.2017.12.009zbMath1393.93084OpenAlexW2783850261MaRDI QIDQ1661291

Y. Aharonov

Publication date: 16 August 2018

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2017.12.009

zbMATH Keywords

penalty functionsadaptive detrending with ARMA modelingdetrending a time seriesnoncausal filtering techniques

Mathematics Subject Classification ID

Stochastic programming (90C15) Adaptive control/observation systems (93C40) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20) Time series analysis of dynamical systems (37M10)

Related Items (1)

Efficient iterative method for SOAV minimization problem with linear equality and box constraints and its linear convergence

Uses Software

• PDCO
• FinTS
• PhysioToolkit

Cites Work

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