Roland Fried <fried@statistik.uni-dortmund.de>
and Karen Schettlinger <schettlinger@statistik.uni-dortmund.de>.
A set of functions to filter time series based on
concepts from robust statistics.

Roland Fried <fried@statistik.tu-dortmund.de>
and Karen Schettlinger <schettlinger@statistik.tu-dortmund.de>.
A set of functions to filter time series based on concepts from robust statistics.

Roland Fried <fried@statistik.tu-dortmund.de> and Karen
Schettlinger <schettlinger@statistik.tu-dortmund.de>.
A set of functions to filter time series based on concepts
from robust statistics.

Roland Fried <fried@statistik.tu-dortmund.de>, Karen
Schettlinger <schettlinger@statistik.tu-dortmund.de> and
Matthias Borowski <borowski@statistik.tu-dortmund.de>
Roland Fried <fried@statistik.tu-dortmund.de> and Matthias
Borowski <borowski@statistik.tu-dortmund.de>

Matthias Borowski <borowski@statistik.tu-dortmund.de> and
Roland Fried <fried@statistik.tu-dortmund.de>

c(person("Roland", "Fried",
email = "fried@statistik.tu-dortmund.de",
role = c("aut", "cre")),
person("Karen", "Schettlinger",
email = "schettlinger@statistik.tu-dortmund.de",
role = "aut"),
person("Matthias", "Borowski",
email = "borowski@statistik.tu-dortmund.de",
role = "aut"),
person("Robin", "Nunkesser",
role = "ctb"),
person("Thorsten", "Bernholt",
role = "ctb"))
Roland Fried [aut, cre],
Karen Schettlinger [aut],
Matthias Borowski [aut],
Robin Nunkesser [ctb],
Thorsten Bernholt [ctb]
Implementations for several robust procedures that allow for (online)
extraction of the signal of univariate or multivariate time series by
applying robust regression techniques to a moving time window are provided.
Included are univariate filtering procedures based on repeated-median
regression as well as hybrid and trimmed filters derived from it;
see Schettlinger et al. (2006) <doi:10.1515/BMT.2006.010>. The adaptive
online repeated median by Schettlinger et al. (2010) <doi:10.1002/acs.1105>
and the slope comparing adaptive repeated median by Borowski and Fried (2013)
<doi:10.1007/s11222-013-9391-7> choose the width of the moving time
window adaptively. Multivariate versions are also provided; see
Borowski et al. (2009) <doi:10.1080/03610910802514972> for a multivariate
online adaptive repeated median and Borowski (2012) <doi:10.17877/DE290R-14393>
for a multivariate slope comparing adaptive repeated median. Furthermore,
a repeated-median based filter with automatic outlier replacement and
shift detection is provided; see Fried (2004) <doi:10.1080/10485250410001656444>.