Search Results for author:
Found 3 papers, 1 papers with code
Innovative And Additive Outlier Robust Kalman Filtering With A Robust Particle Filter
In this paper, we propose CE-BASS, a particle mixture Kalman filter which is robust to both innovative and additive outliers, and able to fully capture multi-modality in the distribution of the hidden state.
Subset Multivariate Collective And Point Anomaly Detection
In recent years, there has been a growing interest in identifying anomalous structure within multivariate data streams.
A linear time method for the detection of point and collective anomalies
Theoretical results establish the consistency of CAPA at detecting collective anomalies and, as a by-product, the consistency of a popular penalised cost based change in mean and variance detection method.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
