REAL

Compositional trend filtering

Rieser, Christopher and Filzmoser, Peter (2021) Compositional trend filtering. Annales Mathematicae et Informaticae, 53. pp. 257-270. ISSN 1787-6117

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Abstract

Trend filtering is known as the technique for detecting piecewise linear trends in univariate time series. This technique is extended to the setting of compositional data, which are multivariate data where only the relative information is of importance. According to this, we formulate the problem and present a procedure how to efficiently solve it. To show the usefulness of this method, we consider the number of COVID-19 infections in several European countries in a chosen time period.

Item Type: Article
Uncontrolled Keywords: Trend filtering, compositional data, COVID-19
Subjects: Q Science / természettudomány > QA Mathematics / matematika > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User: Tibor Gál
Date Deposited: 25 May 2021 10:10
Last Modified: 25 May 2021 10:10
URI: http://real.mtak.hu/id/eprint/125749

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