Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Refine search results

Journals help

  1. 1 Operations Research and Decisions

Authors help

  1. 1 KOSIOROWSKI D.

Years help

  1. 1 2015

Results found: 1

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  robust procedure
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1
Publication available in full text mode
Content available

Two procedures for robust monitoring of probability distributions of economic data stream induced by depth functions

100%
KOSIOROWSKI D.
Operations Research and Decisions
|
2015
|
vol. 25
|
issue 1
55-79
EN
Data streams (streaming data) consist of transiently observed, evolving in time, multidimensional data sequences that challenge our computational and/or inferential capabilities. We propose user friendly approaches for robust monitoring of selected properties of unconditional and conditional distributions of the stream based on depth functions. Our proposals are robust to a small fraction of outliers and/or inliers, but at the same time are sensitive to a regime change in the stream. Their implementations are available in our free R package DepthProc
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.