Arbeitspapier
Robust detail-preserving signal extraction
We discuss robust filtering procedures for signal extraction from noisy time series. Particular attention is paid to the preservation of relevant signal details like abrupt shifts. moving averages and running medians are widely used but have shortcomings when large spikes (outliers) or trends occur. Modifications like modified trimmed means and linear median hybrid filters combine advantages of both approaches, but they do not completely overcome the difficulties. Better solutions can be based on robust regression techniques, which even work in real time because of increased computational power and faster algorithms. Reviewing previous work we present filters for robust signal extraction and discuss their merits for preserving trends, abrupt shifts and local extremes as well as for the removal of outliers.
- Language
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Englisch
- Bibliographic citation
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Series: Technical Report ; No. 2005,54
- Event
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Geistige Schöpfung
- (who)
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Gather, Ursula
Fried, Roland
Lanius, Vivian
- Event
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Veröffentlichung
- (who)
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Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
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Dortmund
- (when)
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2005
- Handle
- Last update
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10.03.2025, 11:42 AM CET
Data provider
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Object type
- Arbeitspapier
Associated
- Gather, Ursula
- Fried, Roland
- Lanius, Vivian
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 2005
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