Editorial: The third special issue on statistical signal extraction and filtering. (English) Zbl 1365.00041
From the text: The third special issue on Statistical Signal Extraction and Filtering has been longer in the making than was expected by its editors at the outset. The previous issues have been edited by D. S. G. Pollock [Comput. Stat. Data Anal. 50, No. 9, 2137–2145 (2006; Zbl 1445.00018)] and by D. S. G. Pollock and T. Proietti [Comput. Stat. Data Anal. 52, No. 2, 817–820 (2007; Zbl 1452.00027)]. This series has arisen from the perception that similar techniques for statistical signal extraction are being pursued in academic fields that appear to be unrelated. There is a limited awareness amongst research workers in these diverse disciplines of the commonality of their methods. The purpose of the special issues has been to bring such work together in a way that should clearly demonstrate its commonality.
MSC:
| 00B15 | Collections of articles of miscellaneous specific interest |
| 94-06 | Proceedings, conferences, collections, etc. pertaining to information and communication theory |
| 60-06 | Proceedings, conferences, collections, etc. pertaining to probability theory |
| 62-06 | Proceedings, conferences, collections, etc. pertaining to statistics |
| 94A12 | Signal theory (characterization, reconstruction, filtering, etc.) |
| 94A13 | Detection theory in information and communication theory |
| 62M20 | Inference from stochastic processes and prediction |
| 60G35 | Signal detection and filtering (aspects of stochastic processes) |
References:
| [1] | Frei, M.; Kunsch, H. R., Mixture ensemble Kalman filters, Comput. Statist. Data Anal., 58, 127-138 (2012) · Zbl 1365.62353 |
| [2] | Gazeaux, J.; Batista, D.; Ammann, C. M.; Naveau, P.; Jegat, C.; Gao, C., Extracting common pulse-like signals from multiple ice core time series, Comput. Statist. Data Anal., 58, 45-57 (2012) · Zbl 1365.86021 |
| [3] | Li, Junye, An unscented Kalman smoother for volatility extraction: evidence from stock prices and options, Comput. Statist. Data Anal., 58, 15-26 (2012) · Zbl 1366.60074 |
| [4] | Moghtaderi, A.; Flandrin, P.; Borgnat, P., Trend filtering via empirical mode decompositions, Comput. Statist. Data Anal., 58, 114-126 (2012) · Zbl 1365.62444 |
| [5] | Nandi, S.; Kundu, D., Noise space decomposition method for two dimensional sinusoidal model, Comput. Statist. Data Anal., 58, 147-161 (2012) · Zbl 1365.62363 |
| [6] | Navarro-Moreno, J.; Moreno-Kaiser, J.; Fernandez-Alcala, R.; Ruiz-Molina, J. C., Widely linear prediction for transfer function models based on the infinite past, Comput. Statist. Data Anal., 58, 139-146 (2012) · Zbl 1365.62358 |
| [7] | Pollock, D. S.G., Introduction to the special issue on statistical signal extraction and filtering, Comput. Statist. Data Anal., 50, 2137-2145 (2006) · Zbl 1445.00018 |
| [8] | Pollock, D. S.G.; Proietti, T., Editorial, 2nd special issue on statistical signal extraction and filtering, Comput. Statist. Data Anal., 52, 817-820 (2007) · Zbl 1452.00027 |
| [9] | Poskitt, D. S.; Sengarapillai, A., Description length and dimensionality reduction in functional data analysis, Comput. Statist. Data Anal., 58, 98-113 (2012) · Zbl 1365.62225 |
| [10] | Prado, R., Sequential estimation of mixtures of structured autoregressive models, Comput. Statist. Data Anal., 58, 58-70 (2012) · Zbl 1365.62423 |
| [11] | Ramirez-Cobo, P.; Vidakovic, B., A 2D wavelet-based multiscale approach with applications to the analysis of digital mammograms, Comput. Statist. Data Anal., 58, 71-81 (2012) · Zbl 1365.62425 |
| [12] | Thornton, M. A., Modelling Seasonality in New Car Sales (2012) |
| [13] | Wang, Ting; Bebbington, M., Identifying anomalous signals in GPS data using HMMs: an increased likelihood of earthquakes?, Comput. Statist. Data Anal., 58, 27-44 (2012) · Zbl 1365.86026 |
| [14] | Zamba, K. D.; Tsiamyrtzis, P.; Hawkins, D. M., A three-state recursive sequential Bayesian algorithm for biosurveillance, Comput. Statist. Data Anal., 58, 82-97 (2012) · Zbl 1365.62440 |
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