bibtype A - Abstract
ARLID 0410886
utime 20240103182246.4
mtime 20060210235959.9
title (primary) (eng) Robust methods in exponential smoothing of time series. Abstract
publisher
place Bratislava
name Faculty of Mathematics
pub_time 2002
specification
page_count 3 s.
serial
title Abstracts of the Fourth International Conference on Mathematical Statistics. ProbaStat 2002
page_num 32-34
editor
name1 Witkovský
name2 V.
keyword robust statistics
keyword exponential smoothing
author (primary)
ARLID cav_un_auth*0101164
name1 Michálek
name2 Jiří
institution UTIA-B
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
COSATI 12B
cas_special
project
project_id GA402/01/1548
agency GA ČR
ARLID cav_un_auth*0008967
research CEZ:AV0Z1075907
abstract (eng) Exponential smoothing is a very famous and often used recursive procedure for both smoothing and prediction of time series. This procedure is relatively very simple and gives good results in practice. However, in case when data are corrupted by outliers, the classical technique of exponential smoothing can fail. This situation calls for an application of robust statistics methods to exponential smoothing.
action
ARLID cav_un_auth*0212947
name ProbaStat 2002 /4./
place Smolenice
country SK
dates 04.02.2002-08.02.2002
RIV BB
department SI
permalink http://hdl.handle.net/11104/0130973
ID_orig UTIA-B 20020100
arlyear 2002
mrcbU10 2002
mrcbU10 Bratislava Faculty of Mathematics
mrcbU63 Abstracts of the Fourth International Conference on Mathematical Statistics. ProbaStat 2002 32 34
mrcbU67 Witkovský V. 340