Online monitoring with local smoothing methods and adaptive ridging

Einbeck, J. and Kauermann, G. (2003) Online monitoring with local smoothing methods and adaptive ridging. Journal of Statistical Computation and Simulation, 73, pp. 913-929. (doi: 10.1080/0094965031000104332)

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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:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:UNSPECIFIED
Authors: Einbeck, J., and Kauermann, G.
College/School:College of Science and Engineering > School of Mathematics and Statistics > Statistics
Journal Name:Journal of Statistical Computation and Simulation
ISSN:0010-4817
ISSN (Online):1572-8412

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