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Data from the automatic monitoring of intensive care patients exhibits trends, outliers, and level changes as well as periods of relative constancy. All this is overlaid with a high level of noise and there are dependencies between the different items measured. Current monitoring systems tend to...
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Clinical information systems can record numerous variables describing the patient’s state at high sampling frequencies. Intelligent alarm systems and suitable bedside decision support are needed to cope with this flood of information. A basic task here is the fast and correct detection of...
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In critical care extremely high dimensional time series are generated by clinical information systems. This yields new perspectives of data recording and also causes a new challenge for statistical methodology. Recently graphical correlation models have been developed for analysing the partial...
Persistent link: https://www.econbiz.de/10010955472
Intelligent alarm systems are needed for adequate bedside decision support in critical care. Clinical information systems acquire physiological variables online in short time intervals. To identify complications as well as therapeutic effects procedures for rapid classification of the current...
Persistent link: https://www.econbiz.de/10010955484
In modern intensive care physiological variables of the critically ill can be reported online by clinical information systems. Intelligent alarm systems are needed for a suitable bedside decision support. The existing alarm systems based on fixed treshholds produce a great number of false...
Persistent link: https://www.econbiz.de/10010955523
We discuss moving window techniques for fast extraction of a signal comprising monotonic trends and abrupt shifts from a noisy time series with irrelevant spikes. Running medians remove spikes and preserve shifts, but they deteriorate in trend periods. Modified trimmed mean filters use a robust...
Persistent link: https://www.econbiz.de/10009216842
We discuss the robust estimation of a linear trend if the noise follows an autoregressive process of first order. We find the ordinary repeated median to perform well except for negative correlations. In this case it can be improved by a Prais-Winsten transformation using a robust...
Persistent link: https://www.econbiz.de/10009216845
We discuss robust filtering procedures for signal extraction from noisy time series. Particular attention is paid to the preservation of relevant signal details like abrupt shifts. moving averages and running medians are widely used but have shortcomings when large spikes (outliers) or trends...
Persistent link: https://www.econbiz.de/10009216939