Browsing Research Report by Title
Now showing items 15-34 of 130
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Bayes prediction of binary outcomes based on correlated discrete predictors.
(University of Gothenburg, 2002-03-01)An approach based on Bayes theorem is proposed for predicting the binary outcomes X = 0, 1, given that a vector of predictors Z has taken the value z. It is assumed that Z can be decomposed into 9 independent vectors given ... -
Characterization of methods for surveillance by optimality
(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
(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 ... -
COMPARING POWER AND MULTIPLE SIGNIFICANCE LEVEL FOR STEP UP AND STEP DOWN MULTIPLE TEST PROCEDURES FOR CORRELATED ESTIMATES
(University of Gothenburg, 1994-05-01)We consider hypothesis testing problems arising in e.g. the context of comparing k treatments with a control. The case of equi-correlated estimates is mainly discussed, although also unequal correlated estimates (e.g. ... -
COMPARISON BETWEEN TWO METHODS OF SURVEILLANCE: EXPONENTIALLY WEIGHTED MOVING AVERAGE VS CUSUM
(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 ... -
Consequences of using the probability of a false alarm as the false alarm measure
(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 ... -
CONSTANT PREDICTIVE VALUE OF AN ALARM
(University of Gothenburg, 1994-06-01)One main purpose of statistical surveillance is to detect a change in a process, often expressed as a shift from one level to another. When a sequence of decisions is made, measures, like the number of decisions that have ... -
Detection of environmental catastrophes
(University of Gothenburg, 2000-06-01)For on-line detection of environmental catastrophes spatial as well as temporal effects are crucial. Observations of some substance are made at different locations in space at discrete times. Mainly two spatial features ... -
DETECTION OF GRADUAL CHANGES. STATISTICAL METHODS IN POST MARKETING SURVEILLANCE
(University of Gothenburg, 1995-02-01)Surveillance can be viewed as continual observation in time where the goal is to detect a change in the underlying process as soon as possible after it has occurred. In many applications, such as post marketing surveillance, ... -
Detection of intra-uterine growth restriction
(University of Gothenburg, 2003-03-01)A new methodology for on-line detection of intrauterine growth restriction (IUGR) is proposed where traditional methods for statistical surveillance are applied. Here, deficient growth rate is used to detect IUGR instead ... -
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 ... -
Early warnings for turns in business cycles and finance
(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 ... -
Effect of dependency in systems for multivariate surveillance.
(2007-11-22)In many situations we need a system for detecting changes early. Examples are early detection of disease outbreaks, of patients at risk and of financial instability. In influenza outbreaks, for example, we want to detect ... -
Evaluation of multivariate surveillance
(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 ... -
Evaluation of some methods for statistical surveillance of an autoregressive process
(University of Gothenburg, 1998-04-01)Statistical surveillance is used for fast and secure detection of a critical event in a monitored process. This paper studies the performance for AR(l) processes. Two often suggested methods for detection of a shift in the ... -
Evaluation of univariate surveillance procedures for some multivariate problems
(University of Gothenburg, 1996-04-01)The continual surveillance to detect changes has so far received large attention in the area of industrial quality control, where the monitoring of manufacturing processes to detect decreases in quality play an important ... -
Evaluations of likelihood based surveillance of volatility
(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 ... -
Evaluations of likelihood ratio methods for surveillance
(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.
(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 ... -
Evaluations of some exponentially weighted moving average methods
(University of Gothenburg, 2001-06-01)Several versions of the EWMA (Exponentially Weighted Moving Average) method for monitoring a process with the aim of detecting a shift in the mean are studied both for the onesided and the two-sided case. The effects of ...