Many filters have been developed to estimate trend-cycle component of time series. Among these tools, moving averages remain the most efficient. In particular, while the symmetric Henderson smoother is applied for trend-cycle estimation in software programs such as X11, for the most recent...

De nombreuses méthodes, basées sur les filtres, ont été développées pour estimer la composantetendance-cycle d’une série temporelle. Parmi ces outils, les moyennes mobiles demeurenttoujours efficaces. En particulier, la moyenne mobile symétrique d’Henderson est appliquéepour estimer...

<Para ID="Par1">Clustering is an important problem in data mining. It can be formulated as a nonsmooth, nonconvex optimization problem. For the most global optimization techniques this problem is challenging even in medium size data sets. In this paper, we propose an approach that allows one to apply local...</para>

This paper focuses on nonparametric regression estimation for the parameters of a discrete or continuous distribution, such as the Poisson or Gamma distributions, when anomalous data are present. The proposal is a natural extension of robust methods developed in the setting of parametric...