RobustTrend: A Huber Loss with a Combined First and Second Order Difference Regularization for Time Series Trend Filtering

Qingsong Wen, Jingkun Gao, Xiaomin Song, Liang Sun 0001, Jian Tan. RobustTrend: A Huber Loss with a Combined First and Second Order Difference Regularization for Time Series Trend Filtering. In Sarit Kraus, editor, Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence, IJCAI 2019, Macao, China, August 10-16, 2019. pages 3856-3862, ijcai.org, 2019. [doi]

Abstract

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