Browsing by Author "Frisén, Marianne"

Now showing items 1-20 of 37

    • Characterization of methods for surveillance by optimality 

      Frisén, Marianne (University of Gothenburg, 1999-12-02)
      Different criteria of optimality are discussed. The shortcomings of some criteria of optimality are demonstrated by their implications. The correspondences between some criteria of optimality and some methods are examined. ...

    • CHARACTERIZATION OF METHODS FOR SURVEILLANCE BY OPTIMALITY 

      Frisén, Marianne (University of Gothenburg, 1994-02-01)
      Different criteria of optimality are discussed. The shortcomings of some earlier criteria of optimality are demonstrated by their implications. The correspondences between some criteria of optimality and some methods are ...

    • COMPARISON BETWEEN TWO METHODS OF SURVEILLANCE: EXPONENTIALLY WEIGHTED MOVING AVERAGE VS CUSUM 

      Frisén, Marianne; Åkermo, Göran (University of Gothenburg, 1993-01-01)
      When control charts are used in practice it is necessary to know the characteristics of the charts in order to know which action is appropriate at an alarm. The probability of a false alarm, the probability of successful ...

    • 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 ...

    • Evaluation of multivariate surveillance 

      Frisén, Marianne; Andersson, Eva; Schiöler, Linus (2009-05-15)
      Multivariate surveillance is of interest in many areas such as industrial production, bioterrorism detection, spatial surveillance, and financial transaction strategies. Some of the suggested approaches to multivariate ...

    • Evaluations of likelihood ratio methods for surveillance 

      Frisén, Marianne; Wessman, Peter (University of Gothenburg, 1996-03-01)
      Methods based on likelihood ratios are known to have several optimality properties. When control charts are used in practice, knowledge about several characteristics of the method is important for the judgement of which ...

    • Evaluations of likelihood ratio methods for surveillance. Differences and robustness. 

      Frisén, Marianne; Wessman, Peter (University of Gothenburg, 1998-02-01)
      In many areas there is a need for continual observation of a time series, with the goal of detecting an important change in the underlying process as soon as possible after it has occurred. In recent years there have been ...

    • Graphical evaluation of statistical surveillance 

      Frisén, Marianne; Gottlow, Mattias (2003-10-01)
      A computer program which simultaneously gives graphical information on important characteristics of statistical surveillance methods is presented. Surveillance, that is continual observation of a time series with the goal ...

    • INFERENCE PRINCIPLES FOR MULTIVARIATE SURVEILLANCE 

      Frisén, Marianne (2011-03-29)
      Multivariate surveillance is of interest in industrial production as it enables the monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, ...

    • Introduction to financial surveillance 

      Frisén, Marianne (2008-02-08)

    • 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 ...

    • Longitudinal methods for analysis of the influence of breastfeeding on early child health in Pakistan 

      Carlquist, Anders; Erling, Valdemar; Frisén, Marianne (University of Gothenburg, 1999-11-01)
      Statistical methods for analysing aspects of early child health in Lahore, Pakistan are discussed. We construct generalised linear mixed models with a binomial response variable and both fixed and random explaining effects. ...

    • Methods and evaluations for surveillance in industry, business, finance, and public health 

      Frisén, Marianne (University of Gothenburg, 2011-02-10)
      n overview on surveillance in different areas is given. Even though methods have been developed under different scientific cultures, the statistical concepts can be the same. When the statistical problems are the same, ...

    • Minimax Optimality of CUSUM for an Autoregressive Model 

      Knoth, Sven; Frisén, Marianne (University of Gothenburg, 2011-02-11)
      Different change point models for AR(1) processes are reviewed. For some models, the change is in the distribution conditional on earlier observations. For others the change is in the unconditional distribution. Some models ...

    • 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 ...

    • Multivariate outbreak detection 

      Schiöler, Linus; Frisén, Marianne (University of Gothenburg, 2010)
      On-line monitoring is needed to detect outbreaks of diseases like influenza. Surveillance is also needed for other kinds of outbreaks, in the sense of an increasing expected value after a constant period. Information on ...

    • On multivariate control charts 

      Frisén, Marianne (University of Gothenburg, 2011-02-10)
      Industrial production requires multivariate control charts to enable monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance ...

    • On statistical surveillance of the performance of fund managers 

      Schiöler, Linus; Frisén, Marianne (2009-02-17)
      The aim of this report is to describe if and how statistical surveillance methods for monitoring of the performance of fund managers has been used. Statistical surveillance is a methodology for on-line monitoring, in which ...

    • Optimal surveillance Based on exponentially weighted moving averages 

      Frisén, Marianne; Sonesson, Christian (University of Gothenburg, 2002-01-01)
      Statistical surveillance is used to detect an important change in a process as soon as possible after it has occurred, with control of false alarms. The EWMA, exponentially weighted moving average, method for surveillance ...

    • Optimal Surveillance Based on Exponentially Weighted Moving Averages 

      Frisén, Marianne; Sonesson, Christian (Taylor & Francis, 2006)
      Statistical surveillance is used to detect an important change in a process as soon as possible after it has occurred. The EWMA method is used in industry, economics and medicine. Three optimality criteria of surveillance ...