Statistical surveillance is used to detect an important change in a process as soon as possible after it has occurred. The EWMA method is used in industry, economics and medicine. Three optimality criteria of surveillance are studied. The ARL criterion violates commonly accepted inference principles and the drawbacks are demonstrated. The ED criterion is based on the minimal expected delay from change to detection. The full likelihood ratio method is optimal according to this criterion. Approximations of this method turn out to be modifications of the EWMA method. The approximations lead to a formula for the optimal value of the smoothing parameter of the EWMA statistic. The usefulness of this formula is shown. It is demonstrated that, for ...
Continual surveillance to detect some event is of interest in quite different situations in industry...
Introduction In syndromic surveillance there is a need for continual observation of one or more tim...
We derive analytic approximations for the expectation of exit times of Exponentially Weighted Movin...
Statistical surveillance is used to detect an important change in a process as soon as possible afte...
Different criteria of optimality are discussed. The shortcomings of some earlier criteria of optimal...
The need for statistical surveillance has been noted in many different areas, and examples of applic...
The need for statistical surveillance has been noticed in many different areas and examples of appli...
Different criteria of optimality are used in different subcultures of statistical surveillance. One ...
Several versions of the EWMA (Exponentially Weighted Moving Average) method for monitoring a process...
In many areas there is a need for continual observation of a time series, with the goal of detecting...
Different criteria of optimality are used in different subcultures of statistical surveillance. One ...
Statistical surveillance is used to detect a change in a process. It might for example be a change o...
Abstract: We study optimal design of the Exponentially Weighted Moving Average (EWMA) chart by a pro...
Statistical surveillance is used for fast and secure detection of a critical event in a monitored pr...
This paper has been peer-reviewed but does not include the final publisher proof-corrections or jour...
Continual surveillance to detect some event is of interest in quite different situations in industry...
Introduction In syndromic surveillance there is a need for continual observation of one or more tim...
We derive analytic approximations for the expectation of exit times of Exponentially Weighted Movin...
Statistical surveillance is used to detect an important change in a process as soon as possible afte...
Different criteria of optimality are discussed. The shortcomings of some earlier criteria of optimal...
The need for statistical surveillance has been noted in many different areas, and examples of applic...
The need for statistical surveillance has been noticed in many different areas and examples of appli...
Different criteria of optimality are used in different subcultures of statistical surveillance. One ...
Several versions of the EWMA (Exponentially Weighted Moving Average) method for monitoring a process...
In many areas there is a need for continual observation of a time series, with the goal of detecting...
Different criteria of optimality are used in different subcultures of statistical surveillance. One ...
Statistical surveillance is used to detect a change in a process. It might for example be a change o...
Abstract: We study optimal design of the Exponentially Weighted Moving Average (EWMA) chart by a pro...
Statistical surveillance is used for fast and secure detection of a critical event in a monitored pr...
This paper has been peer-reviewed but does not include the final publisher proof-corrections or jour...
Continual surveillance to detect some event is of interest in quite different situations in industry...
Introduction In syndromic surveillance there is a need for continual observation of one or more tim...
We derive analytic approximations for the expectation of exit times of Exponentially Weighted Movin...