{"entities":{"Q1068445":{"pageid":1079197,"ns":120,"title":"Item:Q1068445","lastrevid":66666744,"modified":"2026-04-12T11:42:01Z","type":"item","id":"Q1068445","labels":{"en":{"language":"en","value":"Optimal prediction of level crossings in Gaussian processes and sequences"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 3932121"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1068445$CF79D2F9-E1CD-4659-A9ED-E15CE165FB7C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5b701c42f246f68f495b50a4e4de531ae725be57","datavalue":{"value":{"text":"Optimal prediction of level crossings in Gaussian processes and sequences","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1068445$6372F37A-0348-4D33-B677-70A389688CCB","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"cf600f81675ce52b5f238a82538b24d86ab86d47","datavalue":{"value":"0582.60050","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1068445$0662F1F2-6C11-4DD6-8DD8-F75E14FEE477","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"d4166e1d14afbedbe4b248bf127cfd53b53b0534","datavalue":{"value":{"entity-type":"item","numeric-id":607615,"id":"Q607615"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1068445$93FBBA70-50E7-4904-A9C6-5F21C639B256","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1068445$B0787E44-E3D1-43B7-9615-60FD96CFAC7D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3c94df5c9af0ede578c52141befd29044de13172","datavalue":{"value":{"time":"+1985-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1068445$9C0B24EC-00D0-421E-B91E-AD3BF42A6E02","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"1ad949fbb3752b9d60601d96c10b775703b8f4d1","datavalue":{"value":"Let \\(\\eta\\) (t) be stationary, Gaussian, and suppose one wants to predict the future upcrossings of a certain level u. The paper investigates criteria for a good level crossing predictor, and restates in simple form a result by \\textit{J. de Mar\u00e9} [Ann. Probab. 8, 841-850 (1980; Zbl 0441.62086)] on optimal prediction. Write \\({\\hat \\eta}{}_ t(t+h)\\) for the mean square predictor of \\(\\eta (t+h)\\) at time t, and let \\({\\hat \\zeta}{}_ t(t+h)\\) be the conditional expectation of \\(\\eta '(t+h)\\) given observed data and given \\(\\eta (t+h)=u.\\)    It is shown that an alarm which predicts an upcrossing at \\(t+h\\) if \\({\\hat \\eta}{}_ t(t+h)\\) differs from u by a quantity that is a certain function of \\({\\hat \\zeta}{}_ t(t+h)\\) is optimal in the sense that it maximizes the detection probability for a fixed total alarm time. Explicit formulas are given for the upcrossing risks at alarm, detection probability, and total alarm time.    In an example the optimal alarm is compared to a naive alarm which predicts an upcrossing if \\({\\hat \\eta}{}_ t(t+h)\\) differs from u by a fixed proportion of the residual standard deviation. The optimal alarm locates the upcrossings more precisely and at an earlier stage than the naive alarm, which has a tendency to give late alarms.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1068445$A4E7582B-B51C-4D0A-B78F-B0A63C948C1A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"6dcf2f806cc77a4db2a480620ee6a334ccf234d3","datavalue":{"value":"60G25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1068445$8916DB89-134C-46F3-BA8B-69B7C1D45A03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1068445$900F3C73-1084-419D-9CE6-F51D5A3943FD","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"13c86bd82e41c1e053d2ff5ce00dd0ff6bc599e1","datavalue":{"value":"3932121","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1068445$658760D4-BD12-4537-8476-58A690D4AEDB","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ff05bd3da04b8d989342be8ebbf632239b31d305","datavalue":{"value":"level crossing predictor","type":"string"},"datatype":"string"},"type":"statement","id":"Q1068445$7CF8E64A-CA08-4CEB-9471-3DAAAB0F84F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"34370ae4034dfbe0347e86065c894ad1c129a36a","datavalue":{"value":"mean square predictor","type":"string"},"datatype":"string"},"type":"statement","id":"Q1068445$2CE7163D-60FD-40BD-85E4-311C83DCD098","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8c5444cea95887d52880b2c09564ac367406158b","datavalue":{"value":"detection probability","type":"string"},"datatype":"string"},"type":"statement","id":"Q1068445$07DECD6A-8252-4A04-814C-9732EE29F63B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"88536a7775bf2d28f97d1cbdafedfc2c017f0378","datavalue":{"value":"optimal alarm","type":"string"},"datatype":"string"},"type":"statement","id":"Q1068445$72D86E30-F9D4-4CAE-BAB4-8A60F098E7F2","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1068445$02566258-291D-4ABC-BEBF-41086F9F559D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"780e31b62ff5dfea756826f7c12757ec1a8cbc11","datavalue":{"value":"https://doi.org/10.1214/aop/1176992909","type":"string"},"datatype":"url"},"type":"statement","id":"Q1068445$AD5AE7D4-E6B5-4A29-BFEF-6D555B43339E","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"dcf34d489180cb7b28a8239b8fde3218caf386d4","datavalue":{"value":"W2065506282","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1068445$6EEE133B-662F-4A32-9178-7AE67E2DE750","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"793e343b809749cb0a6e18ba85960d43ac1243f6","datavalue":{"value":"10.1214/AOP/1176992909","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1068445$F372D7D2-6174-4B22-9AC8-84EB6941715F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"630a23ca8abfcf31a9089304d04b4c890ef9049e","datavalue":{"value":{"entity-type":"item","numeric-id":5281262,"id":"Q5281262"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6e7f29cc340a8ba70088314f0f70a681e46e7e8e","datavalue":{"value":{"amount":"+0.9280425","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1068445$EFE3C809-BFCF-4FF3-A4AD-147532DEA7EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"de99815697feaa039c51ef0f617e971a6c88176d","datavalue":{"value":{"entity-type":"item","numeric-id":5397935,"id":"Q5397935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2467716ddeaf4c824a4f89aaec5107fae13d2796","datavalue":{"value":{"amount":"+0.8992207","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1068445$BA9455AA-CE88-4AAB-BDF1-BC8D5D6A4670","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9d36922d8c9f700701fbacac51f9d8a1f7431234","datavalue":{"value":{"entity-type":"item","numeric-id":4775351,"id":"Q4775351"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c9d3adbdc2dabcda2f358881dc45a6c4d65e3f01","datavalue":{"value":{"amount":"+0.8935468","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1068445$98CA2FCF-CFD1-4172-9476-E60903C33447","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"854edd7ab6ca9479758898e92b43c9074f6bc880","datavalue":{"value":{"entity-type":"item","numeric-id":4679882,"id":"Q4679882"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8573a7855a391cc88226eb85f51647ed58963c87","datavalue":{"value":{"amount":"+0.8930237","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1068445$918B0D9B-56BD-4207-B3A0-632D315BFE0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e1b8d624cbfe25285fb92cb6aa8d10a371f1f4c","datavalue":{"value":{"entity-type":"item","numeric-id":1372341,"id":"Q1372341"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca36c5a4c2cc6b88a5757e207e8666aee3ddc5cf","datavalue":{"value":{"amount":"+0.88913304","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1068445$7E42A93B-24B9-4FCA-A233-2AD6EA2FA05B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"491029100e3a306a1351f660b8f0b1c901508229","datavalue":{"value":{"entity-type":"item","numeric-id":3365886,"id":"Q3365886"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1dc637b07583dbe13ff07a00e697fd55a987fdd2","datavalue":{"value":{"amount":"+0.8853479","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1068445$52487236-B3AF-4497-93EC-3854778B6CBB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6e05a775958f18e632ce4dc4ddf87a059f76afb1","datavalue":{"value":{"entity-type":"item","numeric-id":6053155,"id":"Q6053155"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5ec59154a37373c4fa4a5cdcfff5d6c86f67f885","datavalue":{"value":{"amount":"+0.8734825","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1068445$DEA4A5C7-1F83-4A83-B7C3-27A17393C27D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e30415e663a8832be61cad8984b3c840e861d7b1","datavalue":{"value":{"entity-type":"item","numeric-id":2771981,"id":"Q2771981"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ebd5f866a754c0dafc92894885e1ebe605c7ea6f","datavalue":{"value":{"amount":"+0.8699404","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1068445$24BFC461-CA4F-44F9-B4BF-B029D8A7B2F9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Optimal prediction of level crossings in Gaussian processes and sequences","badges":[]}}}}}