Im Rahmen des Projektes ?Zeitreihenanalytische Methoden zur Behandlung von Online-Monitoring-Daten aus der Intensivmedizin? im Sonderforschungsbereich 475 wird eine klinische Studie zur Evaluierung und zum Vergleich von Alarm-Algorithmen für die Patientenüberwachung auf Intensivstationen...

In the common Fourier regression model we determine the optimal designs for estimating the coefficients corresponding to the lower frequencies. An analytical solution is provided which is found by an alternative characterization of c-optimal designs. Several examples are provided and the...

One serious problem in deep-hole drilling is the formation of a dynamic disturbance called spiralling which causes holes with several lobes. Since such lobes are a severe impairment of the bore hole quality the formation of spiralling has to be prevented. Gessesse et al. [2] explain spiralling...

Where Information Retrieval (IR) and Text Categorization delivers a set of (ranked) documents according to a query, users of large document collections would rather like to receive answers. Question-answering from text has already been the goal of the Message Understanding Conferences. Since...

Market microstructure noise is a challenge to high-frequency based estimation of the integrated variance, because the noise accumulates with the sampling frequency. In this paper, we analyze the impact of microstructure noise on the realized range-based variance and propose a bias-correction to...

Based on former work on automatic transcription of musical time series into sheet music (Ligges et al. (2002), Weihs and Ligges (2003, 2005)) in this paper parameters of the transcription algorithm are optimized for various real singers. Moreover, the parameters of various artificial singer...

This paper suggests an improved GMM estimator for the autoregressive parameter of a spatial autoregressive error model by taking into account that unobservable regression disturbances are di.erent from observable regression residuals. Although this di.erence decreases in large samples, it is...

For the Weibull- and Richards-regression model robust designs are determined by maximizing a minimum of D- or D1-efficiencies, taken over a certain range of the non-linear parameters. It is demonstrated that the derived designs yield a satisfactory solution of the optimal design problem for this...

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...