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...

Methods for continuously monitoring business cycles are compared. A turn in a leading index can be used to predict a turn in the business cycle. Three likelihood based methods for turning point detection are compared in detail by using the theory of statistical surveillance and by simulations....

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 an increase in the number of cases. Important indicators might be the...

A three-state non-homogeneous Markov chain (MC) of order m=0, denoted M(m), was previously introduced by the author. The model was used to analyze work resumption among sick-listed patients. It was demonstrated that wrong assumptions about the Markov order m and about homogeneity can seriously...