| | |
| | |
Stat |
Members: 3645 Articles: 2'504'928 Articles rated: 2609
26 April 2024 |
|
| | | |
|
Article overview
| |
|
Sequential Detection of Common Change in High-dimensional Data Stream | Yanhong Wu
; Wei Biao Wu
; | Date: |
23 Jun 2022 | Abstract: | After obtaining an accurate approximation for $ARL_0$, we first consider the
optimal design of weight parameter for a multivariate EWMA chart that minimizes
the stationary average delay detection time (SADDT). Comparisons with moving
average (MA), CUSUM, generalized likelihood ratio test (GLRT), and
Shiryayev-Roberts (S-R) charts after obtaining their $ARL_0$ and SADDT’s are
conducted numerically. To detect the change with sparse signals, hard-threshold
and soft-threshold EWMA charts are proposed. Comparisons with other charts
including adaptive techniques show that the EWMA procedure should be
recommended for its robust performance and easy design. | Source: | arXiv, 2206.11727 | Services: | Forum | Review | PDF | Favorites |
|
|
No review found.
Did you like this article?
Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.
browser Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)
|
| |
|
|
|
| News, job offers and information for researchers and scientists:
| |