Smoothness prior approach to explore mean structure in large-scale time series

DOI10.1016/S0304-3975(02)00180-9zbMath1026.68150MaRDI QIDQ1870538

Tomoyuki Higuchi, Fumiyo N. Kondo, Genshiro Kitagawa

Publication date: 14 May 2003

Published in: Theoretical Computer Science (Search for Journal in Brave)

zbMATH Keywords

smoothness priorstime seriesdata miningstate space modelseasonal adjustmentGPSPOSspace-time data

Mathematics Subject Classification ID

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Cites Work

• Modeling by shortest data description
• On use of the Kalman filter for spatial smoothing
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• Detection of Coseismic Changes of Underground Water Level
• SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
• A Distributed Lag Estimator Derived from Smoothness Priors
• A new look at the statistical model identification
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