Repeated median and hybrid filters

DOI10.1016/J.CSDA.2004.12.013zbMath1446.62102OpenAlexW2142650921MaRDI QIDQ959316

Roland Fried, Thorsten Bernholt, Ursula Gather

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/4866

zbMATH Keywords

outliersjumpssignal extractiondriftsupdate algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (13)

Online signal extraction by robust linear regression ⋮ Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median ⋮ The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach ⋮ Robust online signal extraction from multivariate time series ⋮ Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method ⋮ On robust cross-validation for nonparametric smoothing ⋮ Real‐time signal processing by adaptive repeated median filters ⋮ Tukey's M-estimator of the Poisson parameter with a special focus on small means ⋮ Robust Kalman tracking and smoothing with propagating and non-propagating outliers ⋮ Online Control Charts for Process Averages Based on Repeated Median Filters ⋮ Editorial: 2nd special issue on statistical signal extraction and filtering ⋮ On the robust detection of edges in time series filtering ⋮ Robust non-parametric smoothing of non-stationary time series

Cites Work

• Computing the update of the repeated median regression line in linear time
• Aspects of robust linear regression
• Efficient randomized algorithms for the repeated median line estimator
• Robust signal extraction for on-line monitoring data.
• FIR-median hybrid filters with predictive FIR substructures
• An Optimal-Time Algorithm for Slope Selection
• Robust regression using repeated medians
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