Accession Number : ADA185408

Title :   Robust Prediction Operations for Stationary Processes.

Descriptive Note : Technical rept.,

Corporate Author : VIRGINIA UNIV CHARLOTTESVILLE DEPT OF ELECTRICAL ENGINEERING

Personal Author(s) : Kazakos, P P

PDF Url : ADA185408

Report Date : 18 Aug 1987

Pagination or Media Count : 28

Abstract : This paper considers prediction for stationary processes, in environments where data outliers may be present. The develops a sequence of outlier resistant prediction operations, which is 'uniformly qualitatively robust. Studied are the asymptotic mean-squared performance of the developed operations, both in the absence and the presence of i.i.d. data outliers. Important performance characteristics studied include the breakdown point and the influence function. (Author)

Descriptors :   *MATHEMATICAL PREDICTION, *STOCHASTIC PROCESSES, STATIONARY, ASYMPTOTIC NORMALITY, RESISTANCE

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE