# Questions tagged [filter]

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28 views

### Using Bayesian statistics in time series forecasting

I would like to forecast demand count time series of taxi fleets at different locations on the map at different points in time. I.e. multivariate demand Time series forecasting. Given hierarchinal ...
31 views

### Hodrick and Prescott (HP) filter in R

I'm applying the HP filter to time series data to remove the cyclical component of a time series (TS) from raw data. Data do have a yearly frequency. I write in R: ...
15 views

### Search strategy clarification for a systematic scoping review on existing statistical gene-based prediction methods

In a systematic scoping review, I use the following databases: MEDLINE, Embase, Scopus and Web of Science. In MEDLINE and Embase, I use MeSH terms only to exclude animal and plant studies, but not ...
12 views

### Wiener filter coefficients for time series

I am tasked to find the wiener coefficients for a time series forecasting dataset with daily seasonality. I split the dataset into 24hour segments an find the wiener coefficients between day N and day ...
20 views

### Is it possible to define a specific criterion prior to imputing missing values? [closed]

it's hard to summarise the problem in a question so I'll explain it here. I have a variable called "Plant Species" that is missing a lot of values because of the sampling method used. For ...
1 vote
107 views

### Inferring a random walk from noisy "images"

I'm interested in the following inference / filtering problem in a hidden Markov model setting. Suppose we have a simple random walk $x_t\in\mathbb{Z}$ and observations are "images" ...
25 views

### What is the point of the re-sampling step in a particle filter?

My general understanding of particle filters is that you represent your state as a collection of discrete particles which you then transform using your state propagation equation. What I don't ...
12 views

### How do you automatically check for feature columns like ID?

I'm working on a fraud dataset that comes with a column for ID. I can remove this column manually, but plotting its distribution made me wonder if there's an automatic way to remove a column like this....
35 views

### Do we need to propagate state covariance matrix 'P' during missing observations in the Extended Kalman Filter?

Basically as the title says: in a scenario, we have missing observations where the entire state vector is unknown for consecutive time steps. Do we just run through the prediction section of the ...
26 views

### Would fitting / filtering result in a loss of information?

I have a very general (and probably also quite naive) question: Let's say I have arbitrary data points in {x, y], when I plot all these and fit and/or filter them (...
27 views

### I can't understand how this function works (linear filter with a filter kernel)

on page 13 of the Dayan and Abbott book onTheoretical Neuroscience, there is this formula $$r_{approx}(t)= \int\limits_{-\infty}^\infty{d\tau w(\tau) \rho(t-\tau)}$$ Let's assume that $w(t)$ is a ...
25 views

### How to determine periodicity (autocorrelation) in the 2d projection of a 3D helical trajectory

Some microscopic objects are helically moving in 3d and we acquisite their moving trajectories as a set of 2d points. The obtained trajectories are shown on the image. For each of these trajectories ...
52 views

### How to mitigate spatially correlated noise in image

I was wondering how can I mitigate spatially correlated noise following power law with filtering or other techniques? For instance for astrophsics you can simulate it ...
18 views

### Probability that a linear filtration of a stochastic process exceeds a value for a given number of consecutive samples

I am trying to work out how to calculate the probability that a weighted sum of IID random variables will remain above a given threshold for a particular amount of time ie; Given a collection of IID ...
58 views

### How to filter or otherwise remove periodic noise from an image?

We are taking mostly-empty images of a system with a slow, low-noise CCD. Many of our images look like the following, where the object of interest is the bright streak, while a clear repeating pattern ...
80 views

1 vote
530 views

### Exponential moving average before computing std

In which cases it would make sense to use exponentially weighted moving average (EWMA) before, for example, computing sample variance or other statistical analysis? Could you give an example when one ...
43 views

### Signal Decomposition

I have two time dependent signal sources X & Y. Both can be modeled as having a linear combination of time dependent individual components and common components; so X(t)=a(t)+C(t)+noise, Y(t)=b(t)+...
1 vote
26 views

### Filter out linearly interpolated historical data points

I am reading in historical sensor data from a plant. I found out that there are intermittent periods where between time t1 and time t2, the data points are linearly interpolated. I came to know, that ...
2k views

### What is the difference between 1x1 convolutions and convolutions with "SAME" padding?

In general, 1x1 convolutions are used to reduce the dimensionality of filter space. I referred this answer. But we can also reduce the dimensionality of filter ...
1k views

### How can we determine the appropriate number of hidden layers, kernels in convolutional neural network (CNN)?

I have checked a lot of questions here and in other websites. What I concluded is that there is no rules for choosing the right number of hyper-parameters in CNN, all what can we do is just trying ...