Einbeck, Jochen and Kauermann, Göran
Online Monitoring with Local Smoothing Methods and Adaptive Ridging.
Collaborative Research Center 386, Discussion Paper 248
We consider online monitoring of sequentially arising data as e.g. met in clinical information systems. The general focus thereby is to detect breakpoints, i.e. timepoints where the measurement series suddenly changes the general level. The method suggested is based on local estimation. In particular, local linear smoothing is combined by ridging with local constant smoothing. The procedure is demonstrated by examples and compared with other available online monitoring routines.