Resource title

On the robust detection of edges in time series filtering

Resource image

image for OpenScout resource :: On the robust detection of edges in time series filtering

Resource description

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, robustified rank and ANOVA tests based on robust scale estimators are compared.

Resource author

Roland Fried

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/25005

Resource license

Adapt according to the presented license agreement and reference the original author.