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

DOI10.1080/03610910802514972MaRDI QIDQ90652zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 3637090 (Why is no real title available?)
• Alternatives to the Median Absolute Deviation
• Computing the update of the repeated median regression line in linear time
• Methods and algorithms for robust filtering
• Online signal extraction by robust linear regression
• Robust regression using repeated medians
• Robust signal extraction for on-line monitoring data.

Cited in

(13)

• Robust signal extraction for on-line monitoring data.
• Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
• Methods and algorithms for robust filtering
• Robust filtering of time series with trends
• 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
• robfilter
• Real-time signal processing by adaptive repeated median filters
• 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

Describes a project that uses

Uses Software

• robfilter

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