- Tytuł:
- Two procedures for robust monitoring of probability distributions of economic data stream induced by depth functions
- Autorzy:
- Kosiorowski, D.
- Powiązania:
- https://bibliotekanauki.pl/articles/406469.pdf
- Data publikacji:
- 2015
- Wydawca:
- Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
- Tematy:
-
data stream
robust procedure
statistical depth function - Opis:
- 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.
- Źródło:
-
Operations Research and Decisions; 2015, 25, 1; 55-79
2081-8858
2391-6060 - Pojawia się w:
- Operations Research and Decisions
- Dostawca treści:
- Biblioteka Nauki
Artykuł