Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
提出一种混合转移分布模型,用于同时处理时间序列中的平坦段、爆发和异常值,适用于统计和信号处理领域的研究者判断是否需要阅读原文。
Nhu D. Le, R. Douglas Martin, Adrian E. Raftery, Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models, Journal of the American Statistical Association, Vol. 91, No. 436 (Dec., 1996), pp. 1504-1515