NDLI: Online signal extraction by robust regression in moving windows with data-adaptive width selection : SCARM

Content Provider	Springer Nature Link
Author	Borowski, Matthias Fried, Roland
Copyright Year	2013
Abstract	Online (also ‘real-time’ or ‘sequential’) signal extraction from noisy and outlier-interfered data streams is a basic but challenging goal. Fitting a robust Repeated Median (Siegel in Biometrika 69:242–244, 1982) regression line in a moving time window has turned out to be a promising approach (Davies et al. in J. Stat. Plan. Inference 122:65–78, 2004; Gather et al. in Comput. Stat. 21:33–51, 2006; Schettlinger et al. in Biomed. Eng. 51:49–56, 2006). The level of the regression line at the rightmost window position, which equates to the current time point in an online application, is then used for signal extraction. However, the choice of the window width has a large impact on the signal extraction, and it is impossible to predetermine an optimal fixed window width for data streams which exhibit signal changes like level shifts and sudden trend changes. We therefore propose a robust test procedure for the online detection of such signal changes. An algorithm including the test allows for online window width adaption, meaning that the window width is chosen w.r.t. the current data situation at each time point. Comparison studies show that our new procedure outperforms an existing Repeated Median filter with automatic window width selection (Schettlinger et al. in Int. J. Adapt. Control Signal Process. 24:346–362, 2010).
Starting Page	597
Ending Page	613
Page Count	17
File Format	PDF
ISSN	09603174
Journal	Statistics and Computing
Volume Number	24
Issue Number	4
e-ISSN	15731375
Language	English
Publisher	Springer US
Publisher Date	2013-04-10
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Repeated Median regression Data streams Signal change detection Real time Statistics and Computing/Statistics Programs Artificial Intelligence (incl. Robotics) Statistical Theory and Methods Probability and Statistics in Computer Science
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Theoretical Computer Science Computational Theory and Mathematics Statistics, Probability and Uncertainty

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

with data-adaptive width selection SCARM – Slope Comparing Adaptive Repeated Median (2011)

Robust repeated median regression in moving windows with data-adaptive width

Online signal extraction by robust linear regression

Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure

Modified repeated median filters

Continuous monitoring for changepoints in data streams using adaptive estimation

Local linear regression with adaptive orthogonal fitting for the wind power application

Slope heuristics: overview and implementation

Adaptive lifting for nonparametric regression

Online signal extraction by robust regression in moving windows with data-adaptive width selection : SCARM—Slope Comparing Adaptive Repeated Median

Similar Documents

with data-adaptive width selection SCARM – Slope Comparing Adaptive Repeated Median (2011)

Robust repeated median regression in moving windows with data-adaptive width

Online signal extraction by robust linear regression

Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure

Modified repeated median filters

Continuous monitoring for changepoints in data streams using adaptive estimation

Local linear regression with adaptive orthogonal fitting for the wind power application

Slope heuristics: overview and implementation

Adaptive lifting for nonparametric regression

Online signal extraction by robust regression in moving windows with data-adaptive width selection : SCARM—Slope Comparing Adaptive Repeated Median