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Statistical surveillance. Optimality and methods.
(University of Gothenburg, 2002-02-01)
Different criteria of optimality are used in different subcultures of statistical surveillance. One aim with this review is to bridge the gap between the different areas. The shortcomings of some criteria of optimality are ...
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 ...
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. ...
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 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 ...
Some principles for surveillance adopted for multivariate processes with a common change point
(University of Gothenburg, 1996-02-01)
The surveillance of multivariate processes has received growing attention during the last decade. Several generalizations of well-known methods such as Shew hart , CUSUM and EWMA charts have been proposed. Many of these ...