BeLoged

Orhan Karsligil's Ideas, Thoughts and Collection of Resources

Showing posts with label Ideas. Show all posts
Showing posts with label Ideas. Show all posts

Least Square Analysis by dropping data points

More details will follow but the general idea is to drop data points in a random (Monte Carlo) way to detect outliers and robustness of the estimation. Instead of random drops one can compartmentelize data using tree structure to identify local mean and variation changes.