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Time series monitoring methods, such as the Brown and Trigg methods, have the purpose of detecting pattern breaks (or "signals") in time series data reliably and in a timely fashion. Traditionally, researchers have used the average run length (ARL) statistic on results from generated signal...
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Evaluations involving nonrandom assignment to treatment or control groups are vulnerable to an accidental or intentional confounding of a selection effect with the treatment effect. The resulting selection bias is compensated with two techniques, discriminant analysis and base expectancy...
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A hierarchical model is developed to account for selection biases that result from processes in which events have a fixed probability of being sampled, but individuals in the population generate events at varying rates. It is shown that inferences about the population parameters from such...
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One important implementation of Bayesian forecasting is the Multi-State Kalman Filter (MSKF) method. It is particularly suited for short and irregular time series data. In certain applications, time series data are available on numerous parallel observational units which, while not having...
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