Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter

DOI10.1080/03610910802514972zbMATH Open1157.62066OpenAlexW2063639770MaRDI QIDQ90652FDOQ90652

Authors: Matthias Borowski, Karen Schettlinger, Ursula Gather, Matthias Borowski, Karen Schettlinger, Ursula Gather 

Publication date: 13 January 2009

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802514972

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• Robust online signal extraction from multivariate time series
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zbMATH Keywords

missing valuesmultivariate time seriesonline monitoringrobust regressionwindow width adaption

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and prediction (62M20)

Cites Work

• Title not available (Why is that?)
• 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
• Alternatives to the Median Absolute Deviation
• Methods and algorithms for robust filtering
• Online signal extraction by robust linear regression

Cited In (13)

• Methods and algorithms for robust filtering
• Robust filtering of time series with trends
• Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
• Collaborative adaptive filters for online knowledge extraction and information fusion
• Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median
• Robust online signal extraction from multivariate time series
• On-line adaptive trend extraction of multiple physiological signals for alarm filtering in intensive care units
• Real-time signal processing by adaptive repeated median filters
• robfilter
• Reducing false alarms of intensive care online-monitoring systems: an evaluation of two signal extraction algorithms
• A noise-driven strategy for background estimation and event detection in data streams
• Robust detail-preserving signal extraction
• Robust signal extraction for on-line monitoring data.

Uses Software

• robfilter

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