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Computational and Monte-Carlo Aspects of Systems for Monitoring Reliability Data

In: Proceedings of COMPSTAT'2010

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  • Emmanuel Yashchin

    (IBM, Thomas J. Watson Research Ctr.)

Abstract

Monitoring plays a key role in today’s business environment, as large volumes of data are collected and processed on a regular basis. Ability to detect onset of new data regimes and patterns quickly is considered an important competitive advantage. Of special importance is the area of monitoring product reliability, where timely detection of unfavorable trends typically offers considerable opportunities of cost avoidance. We will discuss detection systems for reliability issues built by combining Monte-Carlo techniques with modern statistical methods rooted in the theory of Sequential Analysis, Change-point theory and Likelihood Ratio tests. We will illustrate applications of these methods in computer industry.

Suggested Citation

  • Emmanuel Yashchin, 2010. "Computational and Monte-Carlo Aspects of Systems for Monitoring Reliability Data," Springer Books, in: Yves Lechevallier & Gilbert Saporta (ed.), Proceedings of COMPSTAT'2010, pages 253-262, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2604-3_23
    DOI: 10.1007/978-3-7908-2604-3_23
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