Robust regression-based online filters for multivariate time series are proposed and their performance in real time signal extraction settings is discussed. The focus is on methods that can deal with time series exhibiting trends, level changes, outliers and a high level of noise as well as...

A new fully automatic procedure for the construction of histograms is proposed. It consists of constructing both a regular and an irregular histogram and then choosing between the two. To choose the number of bins in the irregular histogram, two different penalties motivated by recent work in...

A continuous c.d.f. F(x), strictly increasing for x 0, is exponential if and only if Xj, n - Xi, n and Xj-i, n-i have identical distribution for some i, n, J = j1, j2, 1 [less-than-or-equals, slant] i j1 j2 [less-than-or-equals, slant] n, n [greater-or-equal, slanted] 3. A new proof of this...

We distinguish between three types of outliers in a one-way random effects model. These are formally described in terms of their position relative to the main part of the observations. We propose simple rules for identifying such outliers and give an example which involves median-based statistics.

Objectives: Time series analysis techniques facilitate statistical analysis of variables in the course of time. Continuous monitoring of the critically ill in intensive care offers an especially wide range of applications. In an open clinical study time series analysis was applied to the...

Objectives: To determine how different mathematical time series approaches can be implemented for the detection of qualitative patterns in physiologic monitoring data, and which of these approaches could be suitable as a basis for future bedside time series analysis.