Testing noisy numerical data for monotonic association
نویسندگان
چکیده
منابع مشابه
Testing noisy numerical data for monotonic association
Rank correlation measures are intended to measure to which extent there is a monotonic association between two observables. While they are mainly designed for ordinal data, they are not ideally suited for noisy numerical data. In order to better account for noisy data, a family of rank correlation measures has previously been introduced that replaces classical ordering relations by fuzzy relati...
متن کاملMethods for Numerical Differentiation of Noisy Data
We describe several methods for the numerical approximation of a first derivative of a smooth real-valued univariate function for which only discrete noise-contaminated data values are given. The methods allow for both uniformly distributed and non-uniformly distributed abscissae. They are compared for accuracy on artificial data sets constructed by adding Gaussian noise to simple test function...
متن کاملNumerical Differentiation of Noisy, Nonsmooth Data
In many scientific applications, it is necessary to compute the derivative of functions specified by data. Conventional finite-difference approximations will greatly amplify any noise present in the data. Denoising the data before or after differentiating does not generally give satisfactory results see an example in Section 4 . A method which does give good results is to regularize the differe...
متن کاملHandling Noisy Training and Testing Data
In the field of empirical natural language processing, researchers constantly deal with large amounts of marked-up data; whether the markup is done by the researcher or someone else, human nature dictates that it will have errors in it. This paper will more fully characterise the problem and discuss whether and when (and how) to correct the errors. The discussion is illustrated with specific ex...
متن کاملTesting for jumps in noisy high frequency data
This paper proposes a robustification of the test statistic of Aït-Sahalia and Jacod (2009b) for the presence of market microstructure noise in high frequency data, based on the pre-averaging method of Jacod et al. (2010). We show that the robustified statistic restores the test’s discriminating power between jumps and no jumps despite the presence of market microstructure noise in the data. © ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Information Sciences
سال: 2013
ISSN: 0020-0255
DOI: 10.1016/j.ins.2012.11.026