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Kosiorowski Daniel (Cracow University of Economics, Poland / Kolegium Ekonomii, Finansów i Prawa)
Two Procedures for Robust Monitoring of Probability Distributions of Economic Data Streams Induced by Depth Functions
Operations Research and Decisions, 2015, vol. 25, no. 1, s. 55-79, rys., tab., bibliogr. 29 poz.
Słowa kluczowe
Analiza danych, Rozkład prawdopodobieństwa, Statystyka
Data analysis, Probability distributions, Statistics
Data streams (streaming data) consist of transiently observed, evolving in time, multidimensional data sequences that challenge our computational and/or inferential capabilities. We propose user friendly approaches for robust monitoring of selected properties of unconditional and conditional distributions of the stream based on depth functions. Our proposals are robust to a small fraction of outliers and/or inliers, but at the same time are sensitive to a regime change in the stream. Their implementations are available in our free R package DepthProc. (original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka Szkoły Głównej Handlowej w Warszawie
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Pełny tekst
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