Robust Prediction for Stationary Processes. 2D Enriched Version.
Abstract
Consider prediction for stationary processes, in environments where data outliers may be present. Two sequences are developed for outliers resistant prediction operations, which are uniformly qualitatively robust. The asymptotic mean-squared performance of the developed operations are studied in the absence of data outliers. Important performance characteristics studied include the breakdown point and the influence function. Included are numerical results, for some autoregressive nominal processes.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 24, 1987
- Accession Number
- ADA193318
Entities
People
- Kailash Birmiwal
- P. Papantoni-kazakos
Organizations
- University of Virginia