Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median

DOI10.1007/s11222-013-9391-7zbMath1325.62176OpenAlexW84768560MaRDI QIDQ892807

Roland Fried, Matthias Borowski

Publication date: 12 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-013-9391-7

zbMATH Keywords

real timedata streamsrepeated median regressionsignal change detection

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric robustness (62G35) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Non-Markovian processes: hypothesis testing (62M07) Sequential estimation (62L12)

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Uses Software

• robfilter

Cites Work

• Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter
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• Breakdown and groups. (With discussions and rejoinder)
• Real‐time signal processing by adaptive repeated median filters
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