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In systems for online detection of regime shifts, a process is continually observed. Based on the data available an alarm is given when there is enough evidence of a change. There is a risk of a false alarm and here two different ways of controlling the false alarms are compared: a fixed average...
Persistent link: https://www.econbiz.de/10005458285
surveillance for detecting a change in the variance are evaluated. The differences are how the partial likelihood ratios are …
Persistent link: https://www.econbiz.de/10005190484
A system for detecting changes in an on-going process is needed in many situations. On-line monitoring (surveillance … monitoring one or several indicators, we can, early, detect a change in the processes of interest. There are several suggested … methods for multivariate surveillance, one of which is the Hotelling’s T2. Since one aim in surveillance is quick detection of …
Persistent link: https://www.econbiz.de/10005419229
Varningssystem behövs t.ex. vid intensivövervakning, smittskydd, miljörisker och kvalitetskontroll av vården. Statistiska varningssystem signalerar när det skett en väsentlig ändring och man vet vilka egenskaper systemet har. För varningssystem är det viktigt att larmet kommer snabbt...
Persistent link: https://www.econbiz.de/10005419230
in on-line monitoring. Earlier suggested statistical models are reviewed and the possibility of using them to describe … estimated functions varied considerably between years. For monitoring purposes we need models which focus on stable indicators …
Persistent link: https://www.econbiz.de/10005644653
Industrial production requires multivariate control charts to enable monitoring of several components. Recently there … has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance and transaction … challenges of evaluating multivariate surveillance methods. …
Persistent link: https://www.econbiz.de/10008835092
In this paper we propose the prognosis of the unemployment rate in the European Union through the Box-Jenkins method and the TRAMO/SEATS method as well as the detection of the method which proves to provide the best results. The monthly unemployment rate in the European Union is affected by...
Persistent link: https://www.econbiz.de/10005091151
. This is also the aim of methods for statistical surveillance. Many results are available regarding the properties of … surveillance methods. We give a review of financial trading rules and use the theory of statistical surveillance to find properties … of some commonly used trading rules. In addition, a nonparametric and robust surveillance method is proposed as a trading …
Persistent link: https://www.econbiz.de/10005419232
The study evaluates the economic feasibility of technical analysis in the Indian stock market. It discusses that technical indicators do not outperform Simple Buy and Hold strategy on net return basis for individual stocks. Technical indicators seem to do better during market upturns compared to...
Persistent link: https://www.econbiz.de/10011137551
not are made after each new observation. Statistical surveillance, which continuously evaluates the evidence, can be used … to ensure a quick and reliable detection. <p>In paper I, “Robust outbreak surveillance of epidemics in Sweden”, a semi …-parametric method of surveillance was suggested and studied. The properties of the method were evaluated both by application to Swedish …
Persistent link: https://www.econbiz.de/10005419228