Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure (Q261021): Difference between revisions

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+Break detection in the covariance structure of multivariate time series models
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+Computing the update of the repeated median regression line in linear time
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+Surveillance of the mean behavior of multivariate time series
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+Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median
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+Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter
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+Online signal extraction by robust linear regression
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+Q2746498
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+Alternatives to the Median Absolute Deviation
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+Breakdown and groups. (With discussions and rejoinder)
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+Robust signal extraction for on-line monitoring data.
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+Robust filtering of time series with trends
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+Robust online scale estimation in time series: a model-free approach
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+Monitoring correlative financial data streams by local pattern similarity
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+Robust online signal extraction from multivariate time series
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+Regression-free and robust estimation of scale for bivariate data
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+Q4692741
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+Robust regression using repeated medians
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+Monitoring the cross-covariances of a multivariate time series
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+Surveillance of the covariance matrix of multivariate nonlinear time series
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+Monitoring correlation change in a sequence of random variables
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