Multiresolution anomaly detection method for fractional Gaussian noise

DOI10.1080/02664763.2013.850065OpenAlexW2008576574WikidataQ60521637 ScholiaQ60521637MaRDI QIDQ5128623

Zhengyuan Zhu, Lingsong Zhang, James Stephen Marron

Publication date: 28 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.1281

zbMATH Keywords

time seriesmultiscale methodlong range dependencefractional Gaussian noiseoutlier detection

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Statistical Scale Space Methods

Uses Software

• KernSmooth
• SiZer

Cites Work

• Robust estimation of the self-similarity parameter in network traffic using wavelet transform
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• SiZer for Exploration of Structures in Curves
• Intrusion and intrusion detection
• Jump and sharp cusp detection by wavelets
• Fractional Brownian Motions, Fractional Noises and Applications
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