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On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn

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  • Andersson, E.

Abstract

Order restricted regression is used to estimate the parameters in surveillance for turning point detection. It is shown that the alarm probability in the surveillance system increases as the absolute growth of the expected value after the turn increases.

Suggested Citation

  • Andersson, E., 2005. "On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 433-439, July.
    • Handle: RePEc:eee:stapro:v:73:y:2005:i:4:p:433-439
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    1. Marianne Frisén, 2003. "Statistical Surveillance. Optimality and Methods," International Statistical Review, International Statistical Institute, vol. 71(2), pages 403-434, August.
    2. E. Andersson, 2002. "Monitoring cyclical processes. A non-parametric approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(7), pages 973-990.
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    1. Bock, David & Andersson, Eva & Frisén, Marianne, 2007. "Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden," Research Reports 2007:6, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.

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