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An unambiguous list of computational steps involved in finding a solution to a class of problems.

64 votes
7 answers
40k views

Period detection of a generic time series

This post is the continuation of another post related to a generic method for outlier detection in time series. Basically, at this point I'm interested in a robust way to discover the periodicity/seas …
gianluca's user avatar
  • 2,001
17 votes
5 answers
5k views

Online algorithm for mean absolute deviation and large data set

I have a little problem that is making me freaking out. I have to write procedure for an online acquisition process of a multivariate time series. At every time interval (for example 1 second), I get …
gianluca's user avatar
  • 2,001