To the top

Page Manager: Webmaster
Last update: 9/11/2012 3:13 PM

Tell a friend about this page
Print version

Evaluation of Multivariat… - University of Gothenburg, Sweden Till startsida
To content Read more about how we use cookies on

Evaluation of Multivariate Surveillance

Journal article
Authors Marianne Frisén
Eva M. Andersson
Linus Schiöler
Published in Journal of Applied Statistics
Volume 37
Issue 12
Pages 2089-2100
ISSN 0266-4763
Publication year 2010
Published at Department of Economics, Statistical Research Unit
Institute of Medicine, School of Public Health and Community Medicine
Pages 2089-2100
Language en
Keywords average run length, EWMA, false alarms, FDR, performance metrics, predictive value, steady state, zero state
Subject categories Statistics


Multivariate surveillance is of interest in many areas such as industrial production, bioterrorism detection, spatial surveillance, and financial transaction strategies. Some of the suggested approaches to multivariate surveillance have been multivariate counterparts to the univariate Shewhart, EWMA, and CUSUM methods. Our emphasis is on the special challenges of evaluating multivariate surveillance methods. Some new measures are suggested and the properties of several measures are demonstrated by applications to various situations. It is demonstrated that zero-state and steady-state ARL, which are widely used in univariate surveillance, should be used with care in multivariate surveillance.

Page Manager: Webmaster|Last update: 9/11/2012

The University of Gothenburg uses cookies to provide you with the best possible user experience. By continuing on this website, you approve of our use of cookies.  What are cookies?