Online Monitoring with Local Smoothing Methods and Adaptive Ridging

Einbeck, Jochen; Kauermann, Goeran

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.

Citation

Einbeck, J., & Kauermann, G. (2003). Online Monitoring with Local Smoothing Methods and Adaptive Ridging. Journal of Statistical Computation and Simulation, 73(12), 913-929. https://doi.org/10.1080/0094965031000104332

• Journal Article Type: Article
• Publication Date: Dec 1, 2003
• Deposit Date: Feb 13, 2015
• Publicly Available Date: Feb 13, 2015
• Journal: Journal of Statistical Computation and Simulation
• Print ISSN: 0094-9655
• Electronic ISSN: 1563-5163
• Publisher: Taylor and Francis Group
• Peer Reviewed: Peer Reviewed
• Volume: 73
• Issue: 12
• Pages: 913-929
• DOI: https://doi.org/10.1080/0094965031000104332
• Keywords: Breakpoint detection, Online monitoring, Local linear smoothing, Ridging
• Public URL: https://durham-repository.worktribe.com/output/1548678