Showing 1 - 10 of 219
Persistent link: https://www.econbiz.de/10003625893
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...
Persistent link: https://www.econbiz.de/10003213340
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...
Persistent link: https://www.econbiz.de/10009219811
Persistent link: https://www.econbiz.de/10007897766
Persistent link: https://www.econbiz.de/10005733951
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...
Persistent link: https://www.econbiz.de/10010296628
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
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...
Persistent link: https://www.econbiz.de/10010296637
We discuss the robust estimation of a linear trend if the noise follows an autoregressive process of first order. We find the ordinary repeated median to perform well except for negative correlations. In this case it can be improved by a Prais-Winsten transformation using a robust...
Persistent link: https://www.econbiz.de/10010296648
Current alarm systems on intensive care units create a very high rate of false positive alarms because most of them simply compare the physiological measurements to fixed thresholds. An improvement can be expected when the actual measurements are replaced by smoothed estimates of the underlying...
Persistent link: https://www.econbiz.de/10010296737