The Desirability Index (DI) is a method for multicriteria optimization in industrial quality control. By design of experiment methods and transferring the multivariate into a univariate optimization problem settings of influence factors are selected that lead to a process with simultaneously...

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 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...

In sensory experiments, often designs are used that are balanced for carryover effects. It is hoped that this controls for possible carryover effects, like, e.g., a lingering taste of the products. Proper randomization is essential to guarantee the usual model assumption of independent...

In this paper sequential monitoring schemes to detect nonparametric drifts are studied for the random walk case. The procedure is based on a kernel smoother. As a by-product we obtain the asymptotics of the Nadaraya-Watson estimator and its associated sequential partial sum process under...

Central limit theorem, quadratic variation, bipower variation

In intensive care, time series of vital parameters have to be analysed online, i.e. without any time delay, since there may be serious consequences for the patient otherwise. Such time series show trends, slope changes and sudden level shifts, and they are overlaid by strong noise and many...