Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems

DOI10.1016/j.csda.2008.01.026zbMath1452.62135OpenAlexW1964985688MaRDI QIDQ1023761

Jean-Pierre Vila, Nadine Hilgert, Ghislain Verdier

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.01.026

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics in engineering and industry; control charts (62P30) Estimation and detection in stochastic control theory (93E10) Detection theory in information and communication theory (94A13) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (3)

Optimal Thresholds for Anomaly-Based Intrusion Detection in Dynamical Environments ⋮ On the strategy of supply chain collaboration based on dynamic inventory target level management: a theory of constraint perspective ⋮ Change detection for uncertain autoregressive dynamic models through nonparametric estimation

Cites Work

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