Browsing by Author "Vilar, Juan M."
Using robust FPCA to identify outliers in functional time series, with applications to the electricity market Vilar, Juan M.; Raña, Paula; Aneiros, Germán (Institut d'Estadística de Catalunya, 2016-12-19)
Open AccessThis study proposes two methods for detecting outliers in functional time series. Both methods take dependence in the data into account and are based on robust functional principal component analysis. One method seeks ...