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» Simulation Optimization: Methods and Applications
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CSDA
2010
111views more  CSDA 2010»
15 years 3 months ago
Robust online signal extraction from multivariate time series
We introduce robust regression-based online filters for multivariate time series and discuss their performance in real time signal extraction settings. We focus on methods that ca...
Vivian Lanius, Ursula Gather
CSDA
2008
158views more  CSDA 2008»
15 years 3 months ago
Outlier identification in high dimensions
A computationally fast procedure for identifying outliers is presented, that is particularly effective in high dimensions. This algorithm utilizes simple properties of principal c...
Peter Filzmoser, Ricardo A. Maronna, Mark Werner
CSDA
2008
86views more  CSDA 2008»
15 years 3 months ago
Transformations for semi-continuous data
Semi-continuous data arise in many applications where naturally-continuous data become contaminated by the data generating mechanism. The resulting data contain several values tha...
Galit Shmueli, Wolfgang Jank, Valerie Hyde
JUCS
2008
99views more  JUCS 2008»
15 years 3 months ago
A Normal Copula Model for the Economic Risk Analysis of Correlated Failures in Communications Networks
: The reliability of a communications network is often evaluated without taking into account the economic consequence of failures. Here a new approach is proposed to assess the eco...
Maurizio Naldi, Giuseppe D'Acquisto
SIAMAM
2008
121views more  SIAMAM 2008»
15 years 3 months ago
A Level Set Approach to Anisotropic Surface Evolution with Free Adatoms
We variationally derive a thermodynamically consistent model for surface evolution under the influence of free adatoms. The resulting system of nonlinear partial differential equat...
Christina Stöcker, Axel Voigt