Robust signal extraction for on-line monitoring data.

DOI10.1016/J.JSPI.2003.06.012MaRDI QIDQ1429876zbMATH OpenOpenAlexFDO

Authors Laurie Davies, Ursula Gather, Roland Fried

Publication date 27 May 2004

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2003.06.012

zbMATH Keywords

Level changeLinear regressionOutliersSignal extractionSmall-sample efficiencyTrend

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• Asymptotic robustness of least median of squares for autoregressions with additive outliers
• Breakdown points and variation exponents of robust \(M\)-estimators in linear models
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers
• scientific article; zbMATH DE number 3545027 (Why is no real title available?)
• scientific article; zbMATH DE number 3637090 (Why is no real title available?)
• scientific article; zbMATH DE number 1043848 (Why is no real title available?)
• scientific article; zbMATH DE number 2060210 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Least Median of Squares Regression
• Leverage and Breakdown in L 1 Regression
• Robust regression using repeated medians
• Tail Behavior of Regression Estimators and their Breakdown Points
• The Identification of Multiple Outliers

Cited in

(24)

• On rank tests for shift detection in time series
• Computing the update of the repeated median regression line in linear time
• On robust cross-validation for nonparametric smoothing
• Breakdown and groups. (With discussions and rejoinder)
• Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
• Regression-based, regression-free and model-free approaches for robust online scale estimation
• Robust forecasting with exponential and Holt-Winters smoothing
• On- and offline detection of structural breaks in thermal spraying processes
• Fast and robust filtering of time series with trends
• Real-time signal processing by adaptive repeated median filters
• On-line adaptive trend extraction of multiple physiological signals for alarm filtering in intensive care units
• scientific article; zbMATH DE number 1849144 (Why is no real title available?)
• Robust filtering of time series with trends
• Output outlier robust state estimation
• Online Control Charts for Process Averages Based on Repeated Median Filters
• Pattern recognition in intensive care online monitoring
• Reducing false alarms of intensive care online-monitoring systems: an evaluation of two signal extraction algorithms
• Computational aspects of robust Holt-Winters smoothing based on M-estimation.
• 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
• Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter
• Robust online scale estimation in time series: a model-free approach
• Repeated median and hybrid filters
• Robust online signal extraction from multivariate time series

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