Smoothness prior approach to explore mean structure in large-scale time series.

Genshiro Kitagawa Tomoyuki Higuchi Fumiyo N. Kondo Smoothness prior approach to explore mean structure in large-scale time series. 431-446 2003 292 Theor. Comput. Sci. 2 db/journals/tcs/tcs292.html#KitagawaHK03 http://dx.doi.org/10.1016/S0304-3975(02)00180-9