Online Monitoring with Local Smoothing Methods and Adaptive Ridging

Einbeck, Jochen and Kauermann, Göran (2001): Online Monitoring with Local Smoothing Methods and Adaptive Ridging. Collaborative Research Center 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.

• Item Type: Paper
• Keywords: Breakpoint Detection, Online Monitoring, Local Linear Smoothing, Ridging
• Faculties: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics
• Language: English