Publication details for Jochen EinbeckEinbeck, Jochen & Kauermann, Goeran (2003). Online Monitoring with Local Smoothing Methods and Adaptive Ridging. Journal of Statistical Computation and Simulation 73(12): 913-929.
- Publication type: Journal Article
- ISSN/ISBN: 0094-9655, 1563-5163
- DOI: 10.1080/0094965031000104332
- Keywords: Breakpoint detection; Online monitoring; Local linear smoothing; Ridging
- Further publication details on publisher web site
- Durham Research Online (DRO) - may include full text
Author(s) from Durham
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.