Einbeck, Jochen and Kauermann, Goeran (2003) 'Online monitoring with local smoothing methods and adaptive ridging.', Journal of statistical computation and simulation., 73 (12). pp. 913-929.
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.
|Keywords:||Breakpoint detection, Online monitoring, Local linear smoothing, Ridging|
|Full text:||(AM) Accepted Manuscript|
Download PDF (382Kb)
|Publisher Web site:||http://dx.doi.org/10.1080/0094965031000104332|
|Publisher statement:||This is an Accepted Manuscript of an article published by Taylor & Francis Group in Journal of statistical computation and simulation in 2003, and available online at: http://dx.doi.org/10.1080/0094965031000104332|
|Record Created:||13 Feb 2015 09:50|
|Last Modified:||13 Feb 2015 10:13|
|Social bookmarking:||Export: EndNote, Zotero | BibTex|
|Look up in GoogleScholar | Find in a UK Library|