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

Journal article
Authors Eva M. Andersson
Published in Statistics & Probability Letters
Volume 73
Issue 4
Pages 433-439
Publication year 2005
Published at Statistical Research Unit
Pages 433-439
Language en
Links dx.doi.org/10.1016/j.spl.2005.04.01...
Keywords Surveillance, Order restricted regression, On-line detection
Subject categories Statistics

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.

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