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Likelihood based methods for detection of turning points in business cycles - A comparative study
(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 ...
Detection of turning points in business cycles
(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 ...
Statistiska varningssystem för hälsorisker
(2009-02-17)
Varningssystem behövs t.ex. vid intensivövervakning, smittskydd, miljörisker och kvalitetskontroll av vården.
Statistiska varningssystem signalerar när det skett en väsentlig ändring och man vet vilka egenskaper systemet ...
Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden
(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 ...
Semiparametric surveillance of outbreaks
(2008-07-02)
The detection of a change from a constant level to a monotonically increasing (or decreasing) regression is of special interest for the detection of outbreaks of, for example, epidemics. A maximum likelihood ratio statistic ...
Some statistical aspects of methods for detection of turning points in business cycles
(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 ...