Showing 1 - 10 of 21
The aim of this paper is to define and investigate outlier-proneness for multivariate distributions. This is done by using a concept of ordering multivariate data based on isobar-surfaces, which yields an utmost analogy of the results to the univariate case.
Persistent link: https://www.econbiz.de/10009783552
We discuss moving window techniques for fast extraction of a signal comprising monotonic trends and abrupt shifts from a noisy time series with irrelevant spikes. Running medians remove spikes and preserve shifts, but they deteriorate in trend periods. Modified trimmed mean filters use a robust...
Persistent link: https://www.econbiz.de/10010296630
robustness against outliers. Wilcoxon scores in combination with a robust and efficient scale estimator achieve good performance …
Persistent link: https://www.econbiz.de/10010296763
Standard median filters preserve abrupt shifts (edges) and remove impulsive noise (outliers) from a constant signal but … much more vulnerable to outliers. Application of robust regression methods, in particular of the repeated median, has been … suggested for removing subsequent outliers from a signal with trends. A fast algorithm for updating the repeated median in …
Persistent link: https://www.econbiz.de/10010306275
that SIR is very sensitive towards outliers in the data. Therefore a generalized estimation procedure which allows for …
Persistent link: https://www.econbiz.de/10010316531
The aim of this paper is to define and investigate outlier-proneness for multivariate distributions. This is done by using a concept of ordering multivariate data based on isobar-surfaces, which yields an utmost analogy of the results to the univariate case.
Persistent link: https://www.econbiz.de/10010316561
The aim of detecting outliers in a multivariate sample can be pursued in different ways. We investigate here the … distribution outliers can be placed until certain simultaneous identification rules will detect them as outliers. We consider …
Persistent link: https://www.econbiz.de/10010316578
Data from the automatic monitoring of intensive care patients exhibits trends, outliers, and level changes as well as …
Persistent link: https://www.econbiz.de/10010316710
Standard median filters preserve abrupt shifts (edges) and remove impulsive noise (outliers) from a constant signal but … much more vulnerable to outliers. Application of robust regression methods, in particular of the repeated median, has been … suggested for removing subsequent outliers from a signal with trends. A fast algorithm for updating the repeated median in …
Persistent link: https://www.econbiz.de/10010516929
The aim of detecting outliers in a multivariate sample can be pursued in different ways. We investigate here the … distribution outliers can be placed until certain simultaneous identification rules will detect them as outliers. We consider …
Persistent link: https://www.econbiz.de/10009783550