Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter

DOI10.1080/03610910802514972zbMath1157.62066OpenAlexW2063639770MaRDI QIDQ90652

Ursula Gather, Karen Schettlinger, Matthias Borowski, Matthias Borowski, Karen Schettlinger, Ursula Gather

Publication date: 13 January 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802514972

zbMATH Keywords

robust regressionmultivariate time seriesmissing valuesonline monitoringwindow width adaption

Mathematics Subject Classification ID

Related Items (5)

Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median ⋮ Reducing false alarms of intensive care online-monitoring systems: an evaluation of two signal extraction algorithms ⋮ Real‐time signal processing by adaptive repeated median filters ⋮ robfilter ⋮ Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure

Uses Software

• robfilter

Cites Work

• Online signal extraction by robust linear regression
• Computing the update of the repeated median regression line in linear time
• Robust signal extraction for on-line monitoring data.
• Robust regression using repeated medians
• Alternatives to the Median Absolute Deviation
• Unnamed Item
• Unnamed Item

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