Evaluation of multivariate surveillance

DOI10.1080/02664760903222208OpenAlexW2048508843MaRDI QIDQ5123680

E. Andersson, Linus Schiöler, Marianne Frisén

Publication date: 29 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2077/20296

zbMATH Keywords

steady stateaverage run lengthFDREWMAperformance metricsfalse alarmszero statepredictive value

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Multivariate outbreak detection ⋮ CUSUM control charts for monitoring optimal portfolio weights

Cites Work

• Optimal Surveillance Based on Exponentially Weighted Moving Averages
• Monitoring cyclical processes. A non-parametric approach
• Evaluations of some Exponentially Weighted Moving Average methods
• Effect of Dependency in Systems for Multivariate Surveillance
• Some principles for surveillance adopted for multivariate processes with a common change point
• Monitoring the mean and the variance of a stationary process
• ON THE ECONOMIC DESIGN OF MULTIVARIATE CONTROL CHARTS
• Statistical Surveillance. Optimality and Methods
• Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems
• Multivariate Control Charts for Monitoring the Process Mean and Variability Using Sequential Sampling
• On Optimum Methods in Quickest Detection Problems
• Procedures for Reacting to a Change in Distribution
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Evaluation of multivariate surveillance