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Compstat pp 367-372 | Cite as

Fast and Robust Filtering of Time Series with Trends

  • Roland Fried
  • Ursula Gather

Abstract

Fast and robust methods are needed for denoising time series data measured with high sampling frequencies. In intensive care e.g. physiological variables like the heart rate are observed in short time intervals. Systematic changes have to be detected quickly and distinguished from clinically irrelevant short term fluctuations and artifacts. Median filtering works well if there is no substantial trend in the data but improvements are possible by approximating the data by a local linear trend.

Keywords

Signal extraction linear regression level shifts outliers 

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References

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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • Roland Fried
    • 1
  • Ursula Gather
    • 1
  1. 1.Department of StatisticsUniversity of DortmundDortmundGermany

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