OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

DOI10.1111/j.1467-9892.1996.tb00291.xzbMath0858.62086OpenAlexW2046670272MaRDI QIDQ4715813

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Publication date: 23 March 1997

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00291.x

zbMATH Keywords

algorithmsoperating characteristicsautoregressive moving-average processesminimal number of false alarmsoptimal catastrophe predictoroptimal predictor of level crossingsprobability of correct alarm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (7)

Optimal level-crossing prediction for jump linear MIMO dynamical systems ⋮ Prediction of catastrophes in space over time ⋮ Level crossing prediction with neural networks ⋮ Extreme value analysis of optimal level‐crossing prediction for linear Gaussian processes ⋮ Emergency response in natural disaster management: allocation and scheduling of rescue units ⋮ Alarm systems and catastrophes from a diverse point of view ⋮ Optimal Alarm Systems for Count Processes

Cites Work

• Model processes in nonlinear prediction with application to detection and alarm
• Optimal alarm systems for autoregressive processes. A Bayesian approach

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