32 citations · 40 across the 3 of their papers we have counts for
4 papers
StateSpaceModels.jl: a Julia Package for Time-Series Analysis in a State-Space Framework
Raphael Saavedra, Guilherme Bodin, Mario Souto
StateSpaceModels.jl is an open-source Julia package for modeling, forecasting and simulating time series in a state-space framework. The package represents a straightforward tool t…
Exploiting Low-Rank Structure in Semidefinite Programming by Approximate Operator Splitting
Mario Souto, Joaquim D. Garcia, Alvaro Veiga
In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims…
Adaptive Trend Filter via Fast Coordinate Descent
Mario Souto, Joaquim D. Garcia, Gustavo C. Amaral
Identifying the unknown underlying trend of a given noisy signal is extremely useful for a wide range of applications. The number of potential trends might be exponential, which ca…
Adaptive Filter for Automatic Identification of Multiple Faults in a Noisy OTDR Profile
Jean Pierre von der Weid, Mario H. Souto, Joaquim D. Garcia +1
We present a novel methodology able to distinguish meaningful level shifts from typical signal fluctuations. A two-stage regularization filtering can accurately identify the locati…