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