Browsing by Author "Bock, David"
Now showing items 1-19 of 19
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Aspects on the controi of false alarms in statistical surveillance and the impact on the return of financial decision systems
Bock, David (2004-02-01)Systems for on-line detection of regime shifts are important, e.g. for making timely financial transactions. For daily data, it means that we make a new decision each day, based on the data available, and when there is ... -
Consequences of using the probability of a false alarm as the false alarm measure
Bock, David (2007-11-26)In systems for on-line detection of regime shifts, a process is continually observed. Based on the data available an alarm is given when there is enough evidence of a change. There is a risk of a false alarm and here two ... -
Detection of turning points in business cycles
Andersson, Eva; Bock, David; Frisén, Marianne (University of Gothenburg, 2002-06-01)Methods for on-line monitoring of business cycles are compared with respect to the ability of early prediction of the next turn by an alarm for a turn in a leading index. Three likelihood based methods for turning point ... -
Early warnings for turns in business cycles and finance
Bock, David (University of Gothenburg, 2003-06-01)In many areas, it is important to detect turning points in time series early and without faults. Turns in business cycles and financial time series are discussed here. A variety of approaches for analyzing the turns in ... -
Evaluations of likelihood based surveillance of volatility
Bock, David (2007-12-13)The volatility of asset returns are important in finance. Different likelihood based methods of statistical surveillance for detecting a change in the variance are evaluated. The differences are how the partial likelihood ... -
Explorative analysis of spatial aspects on the Swedish influenza data
Bock, David; Pettersson, Kjell (2007-12-20)The spatial aspects on the Swedish influenza data are analyzed. During the influenza period, reports on laboratory diagnosed cases and influenza-like-illness are obtained from viral and microbiological laboratories and ... -
Likelihood based methods for detection of turning points in business cycles - A comparative study
Andersson, Eva; Bock, David; Frisén, Marianne (University of Gothenburg, 2001-05-01)Methods for on-line monitoring of business cycles are compared with respect to the ability of early prediction of the next tum by an alarm for a tum in a leading index. Three likelihood-based methods for turning point ... -
Modeling influenza incidence for the purpose of on-line monitoring
Andersson, Eva; Bock, David; Frisén, Marianne (2007-11-27)We describe and discuss statistical models of Swedish influenza data, with special focus on aspects which are important in on-line monitoring. Earlier suggested statistical models are reviewed and the possibility of using ... -
Monitoring macroeconomic volatility
Bock, David; van Dijk, Dick; Franses, Philip Hans (2004-01-01)In this paper we develop testing procedures for monitoring the stability of the variance of a time series. While the traditional approach to testing for structural change is retrospective, applying a single test to a ... -
On seasonal filters and monotonicity
Andersson, Eva; Bock, David (University of Gothenburg, 2001-04-01)Seasonal adjustment is important in for example economic time series where the variation can be due to both seasonal and cyclical movements. In a situation where we want to detect a turning point of a cyclical process ... -
Prediction models for planning health care resources. During the first wave of the Covid-19 pandemic 2020
Grimby-Ekman, Anna; Cronie, Ottmar; Bock, David; Palaszewski, Bo; Norman Kjellström, Anna (University of Gothenburg, 2022)Due to the Covid-19 pandemic, has emphasized a need for planning health care resources based on only a few aggregated data points and little knowledge of the data-generating process. In the first part of the report, we ... -
Similarities and differences between statistical surveillance and certain decision rules in finance
Bock, David; Andersson, Eva; Frisén, Marianne (2007-12-13)Financial trading rules have the aim of continuously evaluating available information in order to make timely decisions. This is also the aim of methods for statistical surveillance. Many results are available regarding ... -
Similarities and differences between statistical surveillance and certain decision rules in finance
Bock, David (University of Gothenburg, 2003-04-01)this paper we consider prospective decision rules that aim at extracting early signals about what decision to make, e.g. sell an asset. The decision rules are based on prospective monitoring of a statistic in order to ... -
Some statistical aspects of methods for detection of turning points in business cycles
Andersson, Eva; Bock, David; Frisén, Marianne (Taylor & Francis, 2006)Methods for on-line turning point detection in business cycles are discussed. The statistical properties of three likelihood based methods are compared. One is based on a Hidden Markov Model, another includes a non-parametric ... -
Some statistical aspects on methods for detection of turning points in business cycles
Andersson, Eva; Bock, David; Frisén, Marianne (University of Gothenburg, 2002-07-01)Statistical and practical aspects on methods for on-line turning point detection in business cycles are discussed. When a method is used on a real data set, there are a number of special data problems to be considered. ... -
Statistical issues in public health monitoring - A review and discussion
Sonesson, Christian; Bock, David (University of Gothenburg, 2001-02-01)A review of methods, suggested in the literature, for sequential detection of changes in public health surveillance data is presented. Many authors have noticed the need for prospective methods and there has been an increased ... -
Statistical surveillance of cyclical processes with application to turns in business cycles
Andersson, Eva; Bock, David; Frisén, Marianne (University of Gothenburg, 2002-08-01)On-line monitoring of cyclical processes is studied. An important application is early prediction of the next turn in business cycles by an alarm for a turn in a leading index. Three likelihood based methods for detection ... -
Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden
Bock, David; Andersson, Eva; Frisén, Marianne (2007-11-28)A statistical surveillance system gives a signal as soon as data give enough evidence of an important event. We consider on-line surveillance systems for detecting changes in influenza incidence. One important feature of ... -
Statistical Surveillance. Optimal decision times in economics
Bock, David (2004)