Robust online signal extraction from multivariate time series

DOI10.1016/j.csda.2009.10.009zbMath1464.62112OpenAlexW2089682775MaRDI QIDQ962348

Vivian Lanius, Ursula Gather

Publication date: 6 April 2010

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

Full work available at URL: http://hdl.handle.net/2003/25862

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Reducing false alarms of intensive care online-monitoring systems: an evaluation of two signal extraction algorithms ⋮ Special issue on variable selection and robust procedures ⋮ Robust exponential smoothing of multivariate time series ⋮ Real‐time signal processing by adaptive repeated median filters ⋮ Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure

Uses Software

• ROBPCA

Cites Work

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