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Inference Principles For Multivariate Surveillance

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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.

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File URL: http://gupea.ub.gu.se/handle/2077/25008
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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.

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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;

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