2007
DOI: 10.1016/j.csda.2006.08.018
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Smooth functions and local extreme values

Abstract: Given a sample of n observations y 1 , . . . , y n at time points t 1 , . . . , t n we consider the problem of specifying a functionf such thatf• is smooth,• fits the data in the sense that the residuals y i −f(t i ) satisfy the multiresolution criterion• is as simple as possible so thatf exhibits the minimum number of local extreme values.We analyse in particular a fast method which is based on minimisingwhere the λ i are chosen automatically. The new method can also be applied to density estimation.

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Cited by 12 publications
(13 citation statements)
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“…With cross‐validation we obtained a bandwidth of 4.092 and the peak preserving procedure is able to filter out the noise, retaining the relevant peaks, in agreement with the results reported by Kovac (2007). See Figure 12, where for comparison we also included a conventional local linear estimate (with a bandwidth chosen via cross‐validation).…”
Section: Real Data Examplessupporting
confidence: 88%
See 1 more Smart Citation
“…With cross‐validation we obtained a bandwidth of 4.092 and the peak preserving procedure is able to filter out the noise, retaining the relevant peaks, in agreement with the results reported by Kovac (2007). See Figure 12, where for comparison we also included a conventional local linear estimate (with a bandwidth chosen via cross‐validation).…”
Section: Real Data Examplessupporting
confidence: 88%
“…As mentioned in the introduction, the aim here is to remove noise so that only peaks relevant from a chemical point of view remain. This data set was analyzed in Kovac (2007) where the aim was to reveal the true modality.…”
Section: Real Data Examplesmentioning
confidence: 99%
“…The main goal of this study is to develop an efficient and effective denoising algorithm to remove biases and noise from readcount data for better identification of CNVs using NGS data. In this work, we introduced an efficient and accurate denoising technique based on a signal processing approach, Taut String [ 53 55 ]. This approach efficiently removes noise while preserves breakpoints and prepares error free readcount data for the segmentation.…”
Section: Introductionmentioning
confidence: 99%
“…The success of noise reduction is reflected using an increase in the signal-to-noise ratio (SNR) of the processed measurement relative to the original, and a number of automated 82,83 and fully automated algorithms [76][77][78] exist that could be employed to this end. Figure 5 shows a typical result from the baselineflattened and despiked demonstration dataset of live human embryonic stem cells before (Fig.…”
mentioning
confidence: 99%