Cascade-KDE: Robust Time-Series Restoration under Out-of-Distribution Impulse Corruptions

In three linesCascade-KDE is a training-free restoration method for time series corrupted by Gaussian noise and impulse outliers. It estimates temporal-amplitude density, applies Density-Truncated Robust Expectation to limit anomaly influence, then refines via exponential cascade. Tested on ECG and battery degradation, it preserves derivative peaks better than classical filters.

Summary generated by Claude — human-verified