Sequential detection/isolation of abrupt changes
From MaRDI portal
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) Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Recommendations
- Author's response
- Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
- A generalized change detection problem
- Discussion on ``Sequential detection/isolation of abrupt changes by Igor V. Nikiforov
- Quickest detection of an abrupt change in a random sequence with finite change-time
Cites work
- scientific article; zbMATH DE number 9266 (Why is no real title available?)
- scientific article; zbMATH DE number 51379 (Why is no real title available?)
- scientific article; zbMATH DE number 1246635 (Why is no real title available?)
- scientific article; zbMATH DE number 6303356 (Why is no real title available?)
- scientific article; zbMATH DE number 3246773 (Why is no real title available?)
- scientific article; zbMATH DE number 3045589 (Why is no real title available?)
- A fixed-size sample strategy for the sequential detection and isolation of non-orthogonal alterna\-tives
- A generalized change detection problem
- A lower bound for the detection/isolation delay in a class of sequential tests
- A simple recursive algorithm for diagnosis of abrupt changes in random signals
- A suboptimal quadratic change detection scheme
- Approximations to the expected sample size of certain sequential tests
- Asymptotically Uniformly Minimax Detection and Isolation in Network Monitoring
- Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
- New optimal approach to Global Positioning System/Differential Global Positioning System integrity monitoring
- On Optimum Methods in Quickest Detection Problems
- On the Detection of Disorder in a Manufacturing Process. II
- Online activity detection in a multiuser environment using the matrix CUSUM algorithm
- Optimal simultaneous detection and estimation under a false alarm constraint
- Optimal statistical fault detection with nuisance parameters
- Optimal stopping times for detecting changes in distributions
- Optimal volume anomaly detection and isolation in large-scale IP networks using coarse-grained measurements
- Procedures for Reacting to a Change in Distribution
- Quickest Detection
- Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
- Two strategies in the problem of change detection and isolation
Cited in
(18)- Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
- Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov
- Estimation of common change point and isolation of changed panels after sequential detection
- A generalized change detection problem
- A lower bound for the detection/isolation delay in a class of sequential tests
- Sequential change diagnosis revisited and the Adaptive Matrix CuSum
- Minimax and pointwise sequential changepoint detection and identification for general stochastic models
- Quickest Detection
- A fixed-size sample strategy for the sequential detection and isolation of non-orthogonal alterna\-tives
- Change-point detection in random sequence under minimal prior information
- A modified sequential detection procedure
- Discussion on ``Sequential detection/isolation of abrupt changes by Igor V. Nikiforov
- Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models
- Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
- Optimal sequential detection in multi-stream data
- Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test
- Author's response
- A generalized Shiryayev sequential probability ratio test for change detection and isolation
This page was built for publication: Sequential detection/isolation of abrupt changes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2830718)
