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• W2883976376 abstract "In this note, we present a component-wise algorithm combining several recent ideas from signal processing for simultaneous piecewise constants trend, seasonality, outliers, and noise decomposition of dynamical time series. Our approach is entirely based on convex optimisation, and our decomposition is guaranteed to be a global optimiser. We demonstrate the efficiency of the approach via simulations results and real data analysis." @default.
• W2883976376 created "2018-08-03" @default.
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• W2883976376 date "2018-07-16" @default.
• W2883976376 modified "2023-10-18" @default.
• W2883976376 title "Decomposition of Dynamical Signals into Jumps, Oscillatory Patterns, and Possible Outliers" @default.
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• W2883976376 doi "https://doi.org/10.3390/math6070124" @default.
• W2883976376 hasPublicationYear "2018" @default.
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