| 11. |
- Bock, David, 1976, et al.
(författare)
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On statistical surveillance of Swedish influenza incidence. Peak detection.
- 2006
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- A statistical surveillance system gives a signal as soon as data give enough evidence of an important event. We review and evaluate statistical methods for influenza surveillance. One important feature of the influenza cycle is the outbreak and another feature is the start of the decline (the peak). In this report we will discuss statistical methods for on-line peak detection. One reason why this is important is that a rise in the incidence of symptoms similar to those of influenza after a verified peak in the ordinary influenza might indicate that another health hazard has occurred. Surveillance systems are adapted for Swedish data on laboratory verified diagnoses of influenza. From an earlier explorative analysis of the Swedish data we conclude that the parameters of the influenza cycles in Sweden vary too much for parametric methods to be useful. We suggest a nonparametric method which is based on the monotonicity properties of the increase and decline around a peak. A Monte Carlo study indicates that this method might have useful properties for the Swedish situation. A user friendly computer program which performs the calculations is available. The method is applied to Swedish data on laboratory verified diagnoses of influenza for seven periods, namely 1998-1999 up to 2004- 2005.
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| 12. |
- Bock, David, 1976, et al.
(författare)
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Similarities and differences between statistical surveillance and certain decision rules in finance
- 2007
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- Financial trading rules have the aim of continuously evaluating available information in order to make timely decisions. This is also the aim of methods for statistical surveillance. Many results are available regarding the properties of surveillance methods. We give a review of financial trading rules and use the theory of statistical surveillance to find properties of some commonly used trading rules. In addition, a nonparametric and robust surveillance method is proposed as a trading rule. Evaluation measures used in statistical surveillance are compared with those used in finance. The Hang Seng Index is used for illustration.
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| 13. |
- Bock, David, 1976, et al.
(författare)
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Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden
- 2007
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- A statistical surveillance system gives a signal as soon as data give enough evidence of an important event. We consider on-line surveillance systems for detecting changes in influenza incidence. One important feature of the influenza cycle is the start of the influenza season, and another one is the change to a decline (the peak). In this report we discuss statistical methods for on-line peak detection. One motive for doing this is the need for health resource planning. Surveillance systems were adapted for Swedish data on laboratory verified diagnoses of influenza. In Sweden, the parameters of the influenza cycles vary too much from year to year for parametric methods to be useful. We suggest a non-parametric method based on the monotonicity properties of the increase and decline around a peak. A Monte Carlo study indicated that this method has useful stochastic properties. The method was applied to Swedish data on laboratory verified diagnoses of influenza for seven periods.
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| 14. |
- Frisén, Marianne, 1943, et al.
(författare)
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Evaluation of multivariate surveillance
- 2009
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- 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, EWMA, and CUSUM methods. Our emphasis is on the special challenges of evaluating multivariate surveillance methods. Some new measures are suggested and the properties of several measures are demonstrated by applications to various situations. It is demonstrated that zero-state and steady-state ARL, which are widely used in univariate surveillance, should be used with care in multivariate surveillance.
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| 15. |
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| 16. |
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| 17. |
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| 18. |
- Frisén, Marianne, 1943, et al.
(författare)
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Sufficient reduction in multivariate surveillance
- 2009
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- 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 occur simultaneously or with known time lags. The surveillance of spatial data is one example where known time lags can be of interest. A general version of a theorem for the sufficient reduction of processes that change with known time lags is given. A simulation study illustrates the benefits or the methods based on the sufficient statistics.
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| 19. |
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