Online signal extraction by robust linear regression

DOI10.1007/s00180-006-0249-8zbMath1114.62047OpenAlexW1975484897MaRDI QIDQ880888

Ursula Gather, Karen Schettlinger, Roland Fried

Publication date: 29 May 2007

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/5305

zbMATH Keywords

least trimmed squaresleast median of squaresdeepest regressionlocally linear nonparametric regressionrepeated median

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Related Items (15)

Robust linear regression with broad distributions of errors ⋮ Computational aspects of robust Holt-Winters smoothing based on \(M\)-estimation. ⋮ On- and offline detection of structural breaks in thermal spraying processes ⋮ Output outlier robust state estimation ⋮ Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median ⋮ Reducing false alarms of intensive care online-monitoring systems: an evaluation of two signal extraction algorithms ⋮ Regression-based, regression-free and model-free approaches for robust online scale estimation ⋮ Robust online scale estimation in time series: a model-free approach ⋮ Robust online signal extraction from multivariate time series ⋮ On robust cross-validation for nonparametric smoothing ⋮ Real‐time signal processing by adaptive repeated median filters ⋮ On‐line adaptive trend extraction of multiple physiological signals for alarm filtering in intensive care units ⋮ Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter ⋮ Online Control Charts for Process Averages Based on Repeated Median Filters ⋮ Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure

Cites Work

• Unnamed Item
• Efficient algorithms for maximum regression depth
• Repeated median and hybrid filters
• Computing the update of the repeated median regression line in linear time
• Aspects of robust linear regression
• The repeated median intercept estimator: Influence function and asymptotic normality
• Robust signal extraction for on-line monitoring data.
• Asymptotic distributions of the maximal depth estimators for regression and multivariate location
• The deepest regression method
• Asymptotics of the repeated median slope estimator
• Least Median of Squares Regression
• Computing Least Median of Squares Regression Lines and Guided Topological Sweep
• Robust regression using repeated medians
• Generalized S-Estimators
• Finite sample stability properties of the least median of squares estimator
• Online monitoring with local smoothing methods and adaptive ridging
• High-Breakdown Rank Regression
• Regression Depth
• The Least Trimmed Differences Regression Estimator and Alternatives
• Robust filtering of time series with trends
• Pattern Detection in Intensive Care Monitoring Time Series with Autoregressive Models: Influence of the Model Order

This page was built for publication: Online signal extraction by robust linear regression