Robust filtering of time series with trends
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Publication:4831077
DOI10.1080/10485250410001656444zbMath1065.62162OpenAlexW2286980525MaRDI QIDQ4831077
Publication date: 20 December 2004
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2003/4992
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Related Items (9)
Evaluation of robust outlier detection methods for zero-inflated complex data ⋮ 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 ⋮ Robust online signal extraction from multivariate time series ⋮ Real‐time signal processing by adaptive repeated median filters ⋮ Robust forecasting with exponential and Holt-Winters smoothing ⋮ On rank tests for shift detection in time series ⋮ Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
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- Monitoring Renal Transplants: An Application of the Multiprocess Kalman Filter
- A robust scale estimator based on the shortest half
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