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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 ...
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 ...
Minimax Optimality of CUSUM for an Autoregressive Model
(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 ...
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 ...
Optimal surveillance Based on exponentially weighted moving averages
(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 ...
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 ...
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. ...
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 ...