| kfino {kfino} | R Documentation |
kfino: Kalman Filtering
Description
A method for detecting outliers with a Kalman filter on impulsed noised outliers and prediction on cleaned data. 'kfino' is a robust sequential algorithm allowing to filter data with a large number of outliers. This algorithm is based on simple latent linear Gaussian processes as in the Kalman Filter method and is devoted to detect impulse-noised outliers. These are data points that differ significantly from other observations. 'ML' (Maximization Likelihood) and 'EM' (Expectation-Maximization algorithm) algorithms were implemented in 'kfino'. The method is described in full details in the following arXiv e-Print: arXiv:2208.00961.
Details
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Author(s)
Maintainer: Isabelle Sanchez isabelle.sanchez@inrae.fr
Authors:
Bertrand Cloez bertrand.cloez@inrae.fr
Other contributors:
Benedicte Fontez benedicte.fontez@supagro.fr [contractor]
See Also
Useful links:
Report bugs at https://forgemia.inra.fr/isabelle.sanchez/kfino/-/issues