A robust form of the discrete Fourier transform is developed that can handle large amounts of contamination and patchy outliers. We use robust regression to fit a sine and cosine coefficient at each ...

Time series analysis involves identifying attributes of your time series data, such as trend and seasonality, by measuring statistical properties. From stock market analysis to economic forecasting, ...

In this paper, a few methods for anomaly detection in computer networks with the use of time series methods are proposed. The special interest was put on Brown’s exponential smoothing, seasonal ...

Time series forecasts are used to predict a future value or a classification at a particular point in time. Here’s a brief overview of their common uses and how they are developed. Industries from ...

In this article we extend the definition of wavelet variance to wavelet packets. We also adapt to wavelet packets an iterated cumulative sum of squares algorithm for the location of variance change ...