The relation between change points in multivariate surveillance is important but seldom considered. The sufficiency principle is here used to clarify the structure of some problems, to find efficient methods, and to determine appropriate evaluation metrics. We study processes where the changes...

Multivariate surveillance is of interest in many areas such as industrial production, bioterrorism detection, spatial surveillance, and financial transaction strategies. Some of the suggested approaches to multivariate surveillance have been multivariate counterparts to the univariate Shewhart,...

We describe and discuss statistical models of Swedish influenza data, with special focus on aspects which are important in on-line monitoring. Earlier suggested statistical models are reviewed and the possibility of using them to describe the variation in influenza-like illness (ILI) and...

The detection of a change from a constant level to a monotonically increasing (or decreasing) regression is of special interest for the detection of outbreaks of, for example, epidemics. A maximum likelihood ratio statistic for the sequential surveillance of an “outbreak” situation is...

The aim of this report is to describe if and how statistical surveillance methods for monitoring of the performance of fund managers has been used. Statistical surveillance is a methodology for on-line monitoring, in which a warning signal is given if the performance declines. Since these...

Outbreak detection is of interest for several diseases and syndromes. The aim is to detect the progressing increase in the incidence as soon as possible after the onset of the outbreak. A semiparametric method is applied to Swedish data on tularemia and influenza. The method is constructed to...

The aim of sequential surveillance is on-line detection of an important change in an underlying process as soon as possible after the change has occurred. Statistical methods suitable for surveillance differ from hypothesis testing methods. In addition, the criteria for optimality differ from...

Multivariate surveillance is of interest in industrial production as it enables the monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance and transaction strategies in finance.<p>Several types of...</p>

In financial surveillance the aim is to signal at the optimal trading time. A systematic decision strategy is used. The information available at each possible decision time is evaluated in order to judge whether or not there is enough information for a decision about an action or if more...

A regression may be constant for small values of the independent variable (for example time), but then a monotonic increase starts. Such an “outbreak” regression is of interest for example in the study of the outbreak of an epidemic disease. We give the least square estimators for this...