Evaluation of multivariate surveillance
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DOI: 10.1080/02664760903222208
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- Frisén, Marianne & Andersson, Eva & Schiöler, Linus, 2009. "Evaluation of multivariate surveillance," Research Reports 2009:1, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
References listed on IDEAS
- David Bock, 2008. "Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(2), pages 213-227.
- S. Knoth & W. Schmid, 2002. "Monitoring the mean and the variance of a stationary process," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 77-100, February.
- Clare Marshall & Nicky Best & Alex Bottle & Paul Aylin, 2004. "Statistical issues in the prospective monitoring of health outcomes across multiple units," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 167(3), pages 541-559, August.
- E. Andersson, 2002. "Monitoring cyclical processes. A non-parametric approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(7), pages 973-990.
- Christian Sonesson, 2003. "Evaluations of some Exponentially Weighted Moving Average methods," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(10), pages 1115-1133.
- Bersimis, Sotiris & Psarakis, Stelios & Panaretos, John, 2006. "Multivariate Statistical Process Control Charts: An Overview," MPRA Paper 6399, University Library of Munich, Germany.
Citations
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Cited by:
- Marianne Frisén, 2014.
"Spatial outbreak detection based on inference principles for multivariate surveillance,"
IISE Transactions, Taylor & Francis Journals, vol. 46(8), pages 759-769, August.
- Frisén, Marianne, 2012. "Spatial outbreak detection based on inference principles for multivariate surveillance," Research Reports 2012:1, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Linus Schiöler & Marianne Fris�n, 2012.
"Multivariate outbreak detection,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(2), pages 223-242, April.
- Schiöler, Linus & Frisén, Marianne, 2010. "Multivariate outbreak detection," Research Reports 2010:2, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Frisén, Marianne, 2011. "Inference Principles For Multivariate Surveillance," Research Reports 2011:5, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Frisén, Marianne, 2011. "On multivariate control charts," Research Reports 2011:2, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Jonsson, Robert, 2011. "Simple conservative confidence intervals for comparing matched proportions," Research Reports 2011:1, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Golosnoy, Vasyl & Ragulin, Sergiy & Schmid, Wolfgang, 2011. "CUSUM control charts for monitoring optimal portfolio weights," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 2991-3009, November.
- Schiöler, Linus, 2010. "Modelling the spatial patterns of influenza incidence in Sweden," Research Reports 2010:1, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
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More about this item
Keywords
average run length; EWMA; false alarms; FDR; performance metrics; predictive value; steady state; zero state;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
Statistics
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