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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...
Persistent link: https://www.econbiz.de/10004967603
Information about the spatial spread of epidemics can be useful for many purposes. The spatial aspect of Swedish influenza data was analyzed with the main aim of finding patterns that could be useful for statistical surveillance of the outbreak, i.e. for detecting an increase in incidence as...
Persistent link: https://www.econbiz.de/10008643870
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...
Persistent link: https://www.econbiz.de/10005644653
An overview on surveillance in different areas is given. Even though methods have been developed under different scientific cultures, the statistical concepts can be the same. When the statistical problems are the same, progress in one area can be used also in other areas. The aim of...
Persistent link: https://www.econbiz.de/10008835090
Industrial production requires multivariate control charts to enable 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. In the literature, several types...
Persistent link: https://www.econbiz.de/10008835092
The volatility of asset returns are important in finance. Different likelihood based methods of statistical surveillance for detecting a change in the variance are evaluated. The differences are how the partial likelihood ratios are weighted. The full likelihood ratio, Shiryaev-Roberts, Shewhart...
Persistent link: https://www.econbiz.de/10005190484