Regression-Based, Regression-Free and Model-Free Approaches for Robust Online Scale Estimation
Regression-Based, Regression-Free and Model-Free Approaches for Robust Online Scale Estimation
This paper compares methods for variability extraction from a univariate time series in real time. The online scale estimation is achieved by applying a robust scale functional to a moving time window. Scale estimators based on the residuals of a preceding regression step are compared with regressionfree and model-free techniques …