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Evaluation of multi...
Evaluation of multivariate surveillance
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- Frisén, Marianne, 1943 (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för nationalekonomi med statistik, Statistiska forskningsenheten,Department of Economics, Statistical Research Unit
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- Andersson, Eva M., 1968 (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för nationalekonomi med statistik, Statistiska forskningsenheten,Department of Economics, Statistical Research Unit
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- Schiöler, Linus, 1977 (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för nationalekonomi med statistik, Statistiska forskningsenheten,Department of Economics, Statistical Research Unit
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(creator_code:org_t)
- Göteborg : University of Gothenburg, 2009
- Engelska.
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Serie: Research report / Department of Statistics, 0349-8034 ; 2009:1
- Relaterad länk:
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https://gup.ub.gu.se...
Abstract
Ämnesord
Stäng
- 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.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- average run length
- delay
- EWMA
- false alarms
- FDR
- performance metrics
- predictive value
- steady state
- zero state
Publikations- och innehållstyp
- vet (ämneskategori)
- rap (ämneskategori)