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Abrupt shifts in the level of a time series represent important information and should be preserved in statistical signal extraction. We investigate rules for detecting level shifts that are resistant to outliers and which work with only a short time delay. The properties of robustified versions of the t-test for two independent samples and its… (More)

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 scale estimate such as the median absolute deviation about the… (More)

The repeated median line estimator is a highly robust method for fitting a regression line to a set of n data points in the plane. In this paper, we consider the problem of updating the estimate after a point is removed from or added to the data set. This problem occurs, e.g., in statistical online monitoring, where the computational effort is often… (More)

Nowadays physicians are confronted with high-dimensional data generated by clinical information systems. The proper extraction and interpretation of the information contained in such massive data sets, which are often observed with high sampling frequencies, can hardly be done by experience only. This yields new perspectives of data recording and also sets… (More)

Standard median filters preserve abrupt shifts (edges) and remove impulsive noise (outliers) from a constant signal but they deteriorate in trend periods. Finite impulse response median hybrid (FMH) filters are more flexible and also preserve shifts, but they are much more vulnerable to outliers. Application of robust regression, in particular of the… (More)

In intensive care physiological variables of the critical-ly ill are measured and recorded in short time intervals. The existing alarm systems based on fixed thresholds produce a large number of false alarms. Usually the change of a variable over time is more informative than one pathological value at a particular time point. Intelligent alarm systems which… (More)

In intensive care physiological variables of the critically ill are measured and recorded in short time intervals. The proper extraction and interpretation of the information contained in this flood of information can hardly be done by experience alone. Intelligent alarm systems are needed to provide suitable bedside decision support. So far there is no… (More)

- Sebastián P. Luque, Roland Fried
- PloS one
- 2011

Zero offset correction of diving depth measured by time-depth recorders is required to remove artifacts arising from temporal changes in accuracy of pressure transducers. Currently used methods for this procedure are in the proprietary software domain, where researchers cannot study it in sufficient detail, so they have little or no control over how their… (More)