Computing the update of the repeated median regression line in linear time |
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| Authors: | Thorsten Bernholt Roland Fried |
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| Affiliation: | a Fachbereich Informatik, Universität Dortmund, Baroper Strasse 301, 44221 Dortmund, Germany
b Fachbereich Statistik, Universität Dortmund, Vogelpothsweg 87, 44221 Dortmund, Germany |
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| Abstract: | The repeated median line estimator is a highly robust method for fitting a regression line to a set of n data points in the plane. In this paper, we consider the problem of updating the estimate after a point is removed from or added to the data set. This problem occurs, e.g., in statistical online monitoring, where the computational effort is often critical. We present a deterministic algorithm for the update working in O(n) time and O(n2) space. |
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| Keywords: | Robust regression Time series analysis Robust filtering Repeated median Computational geometry Efficient algorithms |
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