|zpravodaj ČSKI - leden 2001 [ pdf ]|
datum: 16.1.2001 v 14:00
název: Robust approach to exponential smoothing
přednášející: Jiří Michálek (UTIA)
místo konání: UTIA, místnost č.208
souhrn: Exponential smoothing is a very famous and often used recursive procedure both for smoothing and predicting time series. This procedure is relatively very simple and gives good results in practice. However, in case when data is corrupted by outliers, the classical technique of exponential smoothing can fail. This situation calls for an application of robust statistics methods to exponential smoothing. The lecture summarizes results obtained within last years in this field.