Cookies

We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Department of Mathematical Sciences

Academic Staff

Publication details for Jochen Einbeck

Einbeck, Jochen & Kauermann, Goeran (2003). Online Monitoring with Local Smoothing Methods and Adaptive Ridging. Journal of Statistical Computation and Simulation 73(12): 913-929.

Author(s) from Durham

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.