Online Monitoring with Local Smoothing Methods and Adaptive Ridging

Einbeck, Jochen und Kauermann, Göran (2001): Online Monitoring with Local Smoothing Methods and Adaptive Ridging. Sonderforschungsbereich 386, Discussion Paper 248

Abstract

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.

• Dokumententyp: Paper
• Keywords: Breakpoint Detection, Online Monitoring, Local Linear Smoothing, Ridging
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch