Sequential detection/isolation of abrupt changes
DOI10.1080/07474946.2016.1206354zbMath1356.62114OpenAlexW2520851932MaRDI QIDQ2830718
Publication date: 28 October 2016
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2016.1206354
asymptotic optimalityfalse alarm rateaverage detection delayaverage run length to a false alarmaverage run length to a false isolationchangepoint detection/isolationfalse isolation rate
Applications of statistics in engineering and industry; control charts (62P30) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal volume anomaly detection and isolation in large-scale IP networks using coarse-grained measurements
- Optimal stopping times for detecting changes in distributions
- Approximations to the expected sample size of certain sequential tests
- Optimal statistical fault detection with nuisance parameters
- A suboptimal quadratic change detection scheme
- A simple recursive algorithm for diagnosis of abrupt changes in random signals
- Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
- Quickest Detection
- A lower bound for the detection/isolation delay in a class of sequential tests
- A Fixed-Size Sample Strategy for the Sequential Detection and Isolation of Non-Orthogonal Alternatives
- Two strategies in the problem of change detection and isolation
- Online activity detection in a multiuser environment using the matrix CUSUM algorithm
- Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
- Asymptotically Uniformly Minimax Detection and Isolation in Network Monitoring
- New optimal approach to Global Positioning System/Differential Global Positioning System integrity monitoring
- On the Detection of Disorder in a Manufacturing Process. II
- Optimal simultaneous detection and estimation under a false alarm constraint
- A generalized change detection problem
- On Optimum Methods in Quickest Detection Problems
- Procedures for Reacting to a Change in Distribution