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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

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. ...

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 ...