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RobustTrend: A Huber Loss with a Combined First and Second Order Difference Regularization for Time Series Trend Filtering.
Qingsong Wen
Jingkun Gao
Xiaomin Song
Liang Sun
Jian Tan
Published in:
CoRR (2019)
Keyphrases
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robust statistics
higher order
turning points
autoregressive
least squares
loss function
high order
regularization term
maximum a posteriori
dynamic time warping
information filtering
data mining tasks
filtering method
multivariate time series
bilateral filtering
square loss