Research Report: Recent submissions
Visas titlar 121-130 av 130
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Evaluations of likelihood based surveillance of volatility
(2007-12-13)The volatility of asset returns are important in finance. Different likelihood based methods of statistical surveillance for detecting a change in the variance are evaluated. The differences are how the partial likelihood ... -
Similarities and differences between statistical surveillance and certain decision rules in finance
(2007-12-13)Financial trading rules have the aim of continuously evaluating available information in order to make timely decisions. This is also the aim of methods for statistical surveillance. Many results are available regarding ... -
Predictions by early indicators of the time and height of yearly influenza outbreaks in Sweden
(2007-12-13)Aims: Methods for prediction of the peak of the influenza from early observations are suggested. These predictions can be used for planning purposes. Methods: In this study, new robust methods are described and applied ... -
Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden
(2007-11-28)A statistical surveillance system gives a signal as soon as data give enough evidence of an important event. We consider on-line surveillance systems for detecting changes in influenza incidence. One important feature of ... -
Modeling influenza incidence for the purpose of on-line monitoring
(2007-11-27)We describe and discuss statistical models of Swedish influenza data, with special focus on aspects which are important in on-line monitoring. Earlier suggested statistical models are reviewed and the possibility of using ... -
Consequences of using the probability of a false alarm as the false alarm measure
(2007-11-26)In systems for on-line detection of regime shifts, a process is continually observed. Based on the data available an alarm is given when there is enough evidence of a change. There is a risk of a false alarm and here two ... -
Effect of dependency in systems for multivariate surveillance.
(2007-11-22)In many situations we need a system for detecting changes early. Examples are early detection of disease outbreaks, of patients at risk and of financial instability. In influenza outbreaks, for example, we want to detect ...