OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

DOI10.1111/J.1467-9892.1996.TB00291.XMaRDI QIDQ4715813zbMATH OpenOpenAlexFDO

Authors

Publication date 23 March 1997

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1996.tb00291.x

zbMATH Keywords

algorithmsautoregressive moving-average processesminimal number of false alarmsoperating characteristicsoptimal catastrophe predictoroptimal predictor of level crossingsprobability of correct alarm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cites work

• Model processes in nonlinear prediction with application to detection and alarm
• Optimal alarm systems for autoregressive processes. A Bayesian approach

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(8)

• Prediction of catastrophes in space over time
• Emergency response in natural disaster management: allocation and scheduling of rescue units
• Alarm systems and catastrophes from a diverse point of view
• Optimal level-crossing prediction for jump linear MIMO dynamical systems
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• Extreme value analysis of optimal level-crossing prediction for linear Gaussian processes
• Optimal Alarm Systems for Count Processes
• Level crossing prediction with neural networks

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