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

DOI10.1007/S11222-013-9391-7MaRDI QIDQ892807zbMATH OpenOpenAlexFDO

Authors Matthias Borowski, Roland Fried

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

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)

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Cites work

• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• A comparison of estimators for regression models with change points
• Breakdown and groups. (With discussions and rejoinder)
• Computing the update of the repeated median regression line in linear time
• Methods and algorithms for robust filtering
• Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter
• On the robust detection of edges in time series filtering
• Online signal extraction by robust linear regression
• Real-time signal processing by adaptive repeated median filters
• Regression-free and robust estimation of scale for bivariate data
• Repeated median and hybrid filters
• Robust filtering of time series with trends
• Robust online scale estimation in time series: a model-free approach
• Robust regression using repeated medians
• Robust signal extraction for on-line monitoring data.
• Weighted Repeated Median Smoothing and Filtering

Cited in

(5)

• Online signal extraction by robust linear regression
• Real-time signal processing by adaptive repeated median filters
• On- and offline detection of structural breaks in thermal spraying processes
• Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
• Robust control charts for the mean of a locally linear time series

Describes a project that uses

Uses Software

• robfilter

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