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|
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|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|
|Date accepted:||No date available|
|Date deposited:||13 February 2015|
|Date of first online publication:||December 2003|
|Date first made open access:||No date available|
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