Autor(en): | Fried, Roland |
Titel: | On the robust detection of edges in time series filtering |
Sprache (ISO): | en |
Zusammenfassung: | 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 non-parametric alternatives are elaborated under different types of noise. Trimmed t-tests, median comparisons, robusti- fied rank and ANOVA tests based on robust scale estimators are compared. |
Schlagwörter: | Jumps Outliers Test resistance Time series filtering |
URI: | http://hdl.handle.net/2003/24436 http://dx.doi.org/10.17877/DE290R-5208 |
Erscheinungsdatum: | 2007-07-13T12:03:00Z |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 475 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
---|---|---|---|---|
tr20-07.pdf | DNB | 217.77 kB | Adobe PDF | Öffnen/Anzeigen |
Diese Ressource ist urheberrechtlich geschützt. |
Diese Ressource ist urheberrechtlich geschützt. rightsstatements.org