Advanced Search
MyIDEAS: Login

Inference Principles For Multivariate Surveillance

Contents:

Author Info

  • Frisén, Marianne

    () (Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University)

Abstract

Multivariate surveillance is of interest in industrial production as it enables the monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance and transaction strategies in finance. Multivariate counterparts to the univariate Shewhart, EWMA and CUSUM methods have earlier been proposed. A review of general approaches to multivariate surveillance is given with respect to how suggested methods relate to general statistical inference principles. Multivariate on-line surveillance problems can be complex. The sufficiency principle can be of great use to find simplifications without loss of information. We will use this to clarify the structure of some problems. This will be of help to find relevant metrics for evaluations of multivariate surveillance and to find optimal methods. The sufficiency principle will be used to determine efficient methods to combine data from sources with different time lag. Surveillance of spatial data is one example. Illustrations will be given of surveillance of outbreaks of influenza.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://gupea.ub.gu.se/handle/2077/25008
Download Restriction: no

Bibliographic Info

Paper provided by Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg in its series Research Reports with number 2011:5.

as in new window
Length: 15 pages
Date of creation: 29 Mar 2011
Date of revision:
Publication status: Forthcoming as Frisén, Marianne, 'INFERENCE PRINCIPLES FOR MULTIVARIATE SURVEILLANCE' in Calcutta Statistical Association Bulletin, 2012.
Handle: RePEc:hhs:gunsru:2011_005

Contact details of provider:
Postal: Statistical Research Unit, University of Gothenburg, Box 640, SE 40530 GÖTEBORG
Web page: http://www.statistics.gu.se/

Related research

Keywords: Sequential; Surveillance; Multivariate; Sufficiency;

Find related papers by JEL classification:

This paper has been announced in the following NEP Reports:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:hhs:gunsru:2011_005

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Linus Schiöler) The email address of this maintainer does not seem to be valid anymore. Please ask Linus Schiöler to update the entry or send us the correct address.

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.