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RobustPeriod: Robust Time-Frequency Mining for Multiple Periodicity Detection

Summary: RobustPeriod uses MODWT to decompose time series into multi-scale components and isolate interlaced periodicities. At each scale, it detects a period with a robust Huber-periodogram and Huber-ACF, and Fisher-test guarantees with Wiener-Khinchin ACF. (summarized by gpt-5-nano on Feb 09 2026)

Paper ID
6060
Venue
SIGMOD
Year
2021
Pagerank
6.4420064e-05
Overall Rank
4,113 | 71.39%
DOI
10.1145/3448016.3452779

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