Robust detection of monontonic trend of a data sequence in the presence of impulsive noise

نویسندگان

  • Nail Çadalli
  • Sandip Bose
چکیده

Robust detection of monotonic trend of a data sequence, when the data is subject to gross errors, is investigated. The method involves detection of the outliers by using the statistics of the available data and eliminating or estimating them for better line fitting where the slope of the fitted line indicates the trend of the sequence. Examples demonstrate the performance of the method via Monte Carlo simulations.

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تاریخ انتشار 1999