Reinforcing Moving Linear Model Approach: Theoretical Assessment of Parameter Estimation and Outlier Detection
This paper reinforces the previously proposed moving linear (ML) model approach for time series analysis by introducing theoretically grounded enhancements. The ML model flexibly decomposes a time series into constrained and remaining components, enabling the extraction of trends and fluctuations wi...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
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MDPI AG
2025-06-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/14/7/479 |
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