Accession Number : ADA193318
Title : Robust Prediction for Stationary Processes. 2D Enriched Version.
Descriptive Note : Rept. for 1 Jul 87-30 Jun 88,
Corporate Author : VIRGINIA UNIV CHARLOTTESVILLE DEPT OF ELECTRICAL ENGINEERING
Personal Author(s) : Papantoni-Kazakos, P ; Birmiwal, Kailash
PDF Url : ADA193318
Report Date : 24 Nov 1987
Pagination or Media Count : 75
Abstract : Consider prediction for stationary processes, in environments where data outliers may be present. Two sequences are developed for outliers resistant prediction operations, which are uniformly qualitatively robust. The asymptotic mean-squared performance of the developed operations are studied in the absence of data outliers. Important performance characteristics studied include the breakdown point and the influence function. Included are numerical results, for some autoregressive nominal processes.
Descriptors : *STATISTICAL PROCESSES, *MATHEMATICAL PREDICTION, NUMERICAL ANALYSIS, PREDICTIONS, RESISTANCE, SEQUENCES, CHARTS, TABLES(DATA), ASYMPTOTIC NORMALITY
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE