RobustTrend: A Huber Loss with a Combined First and Second Order
Difference Regularization for Time Series Trend Filtering

RobustTrend: A Huber Loss with a Combined First and Second Order Difference Regularization for Time Series Trend Filtering

10 June 2019

Liang Sun

Papers citing "RobustTrend: A Huber Loss with a Combined First and Second Order Difference Regularization for Time Series Trend Filtering"

6 / 6 papers shown

Title
Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts Xiaoming Shi Shiyu Wang Yuqi Nie Dianqi Li Zhou Ye Qingsong Wen Ming Jin AI4TS 95 46 0 24 Sep 2024
Towards Dynamic Trend Filtering through Trend Point Detection with Reinforcement Learning Jihyeon Seong Sekwang Oh Jaesik Choi AI4TS 86 0 0 06 Jun 2024
RobustSTL: A Robust Seasonal-Trend Decomposition Algorithm for Long Time Series Qingsong Wen Jing Gao Xiaomin Song Liang Sun Huan Xu Shenghuo Zhu AI4TS 49 210 0 05 Dec 2018
Fast and Flexible ADMM Algorithms for Trend Filtering Aaditya Ramdas Robert Tibshirani 74 122 0 09 Jun 2014
Adaptive piecewise polynomial estimation via trend filtering Robert Tibshirani 71 396 0 10 Apr 2013
Efficient algorithms for robust recovery of images from compressed data Duc-Son Pham Svetha Venkatesh 67 43 0 26 Nov 2012