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Sufficient reductio...
Sufficient reduction in multivariate surveillance
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- Frisén, Marianne, 1943 (author)
- 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 (author)
- Gothenburg University,Göteborgs universitet,Institutionen för nationalekonomi med statistik, Statistiska forskningsenheten,Department of Economics, Statistical Research Unit
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- Schiöler, Linus, 1977 (author)
- 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
- English.
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Series: Research report / Department of Statistics, 0349-8034 ; 2009:2
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https://gup.ub.gu.se...
Abstract
Subject headings
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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 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.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Keyword
- change-points
- exponential family
- MEWMA
- monitoring
- inference principles
Publication and Content Type
- vet (subject category)
- rap (subject category)
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