We propose weighted repeated median filters and smoothers for robust non-parametric regression in general and for robust signal extraction from time series in particular. The proposed methods allow to remove outlying sequences and to preserve discontinuities (shifts) in the underlying regression...

We discuss filtering procedures for robust extraction of a signal from noisy time series. Moving averages and running medians are standard methods for this, but they have shortcomings when large spikes (outliers) respectively trends occur. Modified trimmed means and linear median hybrid filters...

We develop and test a robust procedure for extracting an underlying signal in form of a time-varying trend from very noisy time series. The application we have in mind is online monitoring data measured in intensive care, where we find periods of relative constancy, slow monotonic trends, level...

Standard median filters preserve abrupt shifts (edges) and remove impulsive noise (outliers) from a constant signal but they deteriorate in trend periods. FIR median hybrid (FMH) filters are more flexible and also preserve shifts, but they are much more vulnerable to outliers. Application of...

Data from the automatic monitoring of intensive care patients exhibits trends, outliers, and level changes as well as periods of relative constancy. All this is overlaid with a high level of noise and there are dependencies between the different items measured. Current monitoring systems tend to...