Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median

DOI10.1007/S11222-013-9391-7zbMATH Open1325.62176OpenAlexW84768560MaRDI QIDQ892807FDOQ892807

Roland Fried, Matthias Borowski

Publication date: 12 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-013-9391-7

Recommendations

• Online signal extraction by robust linear regression
• Robust online signal extraction from multivariate time series
• Real-time signal processing by adaptive repeated median filters
• Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter
• Weighted Repeated Median Smoothing and Filtering

zbMATH Keywords

real timedata streamsrepeated median regressionsignal change detection

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential estimation (62L12) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter
• On the robust detection of edges in time series filtering
• Computing the update of the repeated median regression line in linear time
• Robust signal extraction for on-line monitoring data.
• Robust regression using repeated medians
• Title not available (Why is that?)
• Title not available (Why is that?)
• Online signal extraction by robust linear regression
• Repeated median and hybrid filters
• Breakdown and groups. (With discussions and rejoinder)
• Regression-free and robust estimation of scale for bivariate data
• Robust filtering of time series with trends
• Robust online scale estimation in time series: a model-free approach
• A comparison of estimators for regression models with change points
• Real‐time signal processing by adaptive repeated median filters
• Weighted Repeated Median Smoothing and Filtering

Cited In (3)

• Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
• On- and offline detection of structural breaks in thermal spraying processes
• Robust control charts for the mean of a locally linear time series

Uses Software

• robfilter

This page was built for publication: Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q892807)