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Estimation of Transition Probabilities Using Median Absolute Deviations
1988The probability-constrained minimum absolute deviations (MAD) estimator appears to be superior to the probability-constrained quadratic programming estimator in estimating transition probabilities with limited aggregate time series data Futhermore, one can reduce the number of columns in the probability-constrained MAD simplex tableau by adopting the ...
Kim, C.S. +3 more
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Wavelet Shrinkage of Magnetocardiograms Using the Median Absolute Deviation
2018 International Symposium on Electronics and Telecommunications (ISETC), 2018Magnetocardiograms recorded in unshielded environments avoid the necessity of especially designed chambers, but are more sensitive to external interferences. Reliable denoising techniques have to be developed, which should not distort the clinical measurements.
Beatrice Arvinti +2 more
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CORE-Sketch: On Exact Computation of Median Absolute Deviation with Limited Space
Proceedings of the VLDB Endowment, 2023Median absolute deviation (MAD), the median of the absolute deviations from the median, has been found useful in various applications such as outlier detection. Together with median, MAD is more robust to abnormal data than mean and standard deviation (SD).
Haoquan Guan, Ziling Chen, Shaoxu Song
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Weighted Median of the Data in Solving Least Absolute Deviations Problems
Communications in Statistics - Theory and Methods, 2012We consider the weighted median problem for a given set of data and analyze its main properties. As an illustration, an efficient method for searching for a weighted Least Absolute Deviations (LAD)-line is given, which is used as the basis for solving various linear and nonlinear LAD-problems occurring in applications.
Scitovski, Rudolf +2 more
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On the Circular Median Absolute Deviation
2022The concentration of a circular distribution is typically measured through its mean resultant length, which also gives rise to the so-called circular variance. However, such a measure is not robust and contamination can affect its value, at least in the standardized bias sense.
Giovanni Camillo Porzio, Houyem Demni
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THE MEDIAN ABSOLUTE DEVIATIONS AND THEIR APPLICATIONS TO SHEWHART CONTROL CHARTS
Communications in Statistics - Simulation and Computation, 2002ABSTRACT Standard Shewhart control charts with estimated control limits are widely used in practice. There are four ways to estimate the standard deviation σ generally, as which we call the average range, the average sample standard deviation, the pooled sample standard deviation and the average absolute deviation, respectively.
Chunjie Wu, Yi Zhao, Zhaojun Wang
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Statistics & Probability Letters, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nagatsuka, Hideki +3 more
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nagatsuka, Hideki +3 more
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Finite-Sample Bias-Correction Factors for the Median Absolute Deviation
Communications in Statistics - Simulation and Computation, 2014The median absolute deviation is widely used as a robust measure of scale. In this paper, computer simulations were used to calculate finite-sample correction factors for sample sizes to n = 100. Prediction equations for these correction factors are also provided and are shown to eliminate systematic biases between even and odd values of n.
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Outlier and Trend Detection Using Approximate Median and Median Absolute Deviation
2022 5th International Conference on Computational Intelligence and Networks (CINE), 2022Gagandeep Singh, Suman Kundu
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Enhanced minimum description length CFAR based on median absolute deviation
Thirteenth International Conference on Signal Processing Systems (ICSPS 2021), 2022Jinwei Gu +5 more
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