Showing papers by "Leonard A. Smith published in 1997"
TL;DR: In this paper, a generalization of singular spectrum analysis (SSA) is presented which yields both an optimal filter to discriminate against an arbitrary coloured noise and an objective method of quantifying uncertainty in signal reconstruction.
146 citations
DOI•
01 Jan 1997
TL;DR: All theorems are true. All models are wrong. And all data is inaccurate as mentioned in this paper. But what are we to do? And how do we solve the problem of data inaccuracy?
Abstract: All theorems are true. All models are wrong. And all data is inaccurate. What are we to do?
46 citations
TL;DR: In this paper, a data-based algorithm with minimal model-structure constraints is presented for generating stochastic series which are realistic, in that their long-term statistics reflect those of a process consistent with the observations.
19 citations