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Prof. Dr. Sven Knoth

Postanschrift: Postfach 700822, 22008 Hamburg
Besucheranschrift: Holstenhofweg 85, 22043 Hamburg
Raum: 1368
Telefon: +49 40 6541 - 3400
Fax: +49 40 6541 - 2023
E-Mail: knoth@hsu-hh.de
Sprechstunde: nach Vereinbarung
Beschreibung: Ausbildung
  • Studium der Mathematik an den TUs Chemnitz und Novosibirsk von 1984 bis 1990
  • Promotion zum Dr. rer. nat. "Quasistationäre CUSUM-Verfahren bei Erlangverteilung", TU Chemnitz, 1995
  • Habilitation im Fach Statistik und Ökonometrie, "Statistische Prozesskontrolle", Europa-Universität Viadrina Frankfurt (Oder), 2003

 

Beruflicher Werdegang

  • Wissenschaftlicher Mitarbeiter an der Professur Statistik, Fakultät Mathematik, TU Chemnitz, 1990, 1991-1994
  • Wissenschaftlicher Mitarbeiter am Institut für Statistik in der Medizin, Medizinische Fakultät, Heinrich-Heine-Universität Düsseldorf, 1991, 1995-1996
  • Wissenschaftlicher Mitarbeiter bzw. wissenschaftlicher Assistent an der Professur Statistik, Wirtschaftswissenschaftliche Fakultät,  Europa-Universität Viadrina Frankfurt (Oder), 1996-2004
  • Senior SPC Engineer am Advanced Mask Technology Center (AMTC) Dresden (Photomasken für die Halbleiterei), 2004-2009
  • seit April 2009 an der HSU

 

Publikationen

  • On ARL-unbiased control charts (with M. Morais), 2015, in: Frontiers in Statistical Quality Control 11, Knoth, Sven; Schmid, Wolfgang (Eds.), 95-117, doi:10.1007/978-3-319-12355-4_7 Externer Link: doi:10.1007/978-3-319-12355-4_7 (http://dx.doi.org/10.1007/978-3-319-12355-4_7)
  • Run length quantiles of EWMA control charts monitoring normal mean or/and variance, 2015, International Journal of Production Research, online, doi:10.1080/00207543.2015.1005253 Externer Link:  doi:10.1080/00207543.2015.1005253 (http://dx.doi.org/10.1080/00207543.2015.1005253)
  • The case against the use of synthetic control charts, 2014, accepted in: Journal of Quality Technology
  • Binomial CUSUM chart with curtailment (with S. Haridy, Z. Wu ad S. Chen), 2014, International Journal of Production Research 52, 4646-4659, doi:10.1080/00207543.2014.882026 Externer Link: doi:10.1080/00207543.2014.882026 (http://dx.doi.org/10.1080/00207543.2014.882026)
  • EWMA p charts under sampling by variables (with S. Steinmetz), 2013, International Journal of Production Research 51, 3795-3807, doi:10.1080/00207543.2012.746799 Externer Link: doi:10.1080/00207543.2012.746799 (http://dx.doi.org/10.1080/00207543.2012.746799)
  • Determining quantitative road safety targets by applying statistical prediction techniques and a multi-stage adjustment procedure (with P. Wittenberg, K. Sever, N. Sahin, J. Bondarenko), 2013, Accident Analysis & Prevention 50, 566-577, doi:10.1016/j.aap.2012.06.006 Externer Link: doi:10.1016/j.aap.2012.06.006 (http://dx.doi.org/10.1016/j.aap.2012.06.006).
  • More on Control Charting under Drift, 2012, in: Frontiers in Statistical Quality Control 10, Lenz, Hans-Joachim; Schmid, Wolfgang; Wilrich, Peter-Theodor (Eds.), 53-68.
  • Minimax Optimality of CUSUM for an Autoregressive Model (with M. Frisen), 2012, Statistica Neerlandica 66, 357-379, doi:10.1111/j.1467-9574.2012.00512.x Externer Link: doi:10.1111/j.1467-9574.2012.00512.x (http://dx.doi.org/10.1111/j.1467-9574.2012.00512.x).
  • Control Charting Normal Variance - Reflections, Curiosities, and Recommendations, 2010, in: Frontiers in Statistical Quality Control 9, Lenz, Hans-Joachim; Wilrich, Peter-Theodor; Schmid, Wolfgang (Eds.), 3-18, doi:10.1007/978-3-7908-2380-6_1 Externer Link: doi:10.1007/978-3-7908-2380-6_1 (http://dx.doi.org/10.1007/978-3-7908-2380-6_1).
  • Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev, 2010, in: Sequential Analysis 29(4), 425-429, doi:10.1080/07474946.2010.520617 Externer Link: doi:10.1080/07474946.2010.520617 (http://dx.doi.org/10.1080/07474946.2010.520617).
  • Misleading Signals in Simultaneous Residual Schemes for the Mean and Variance of a Stationary Process (with M. Morais, A. Pacheco, W. Schmid), 2009, in: Communications in Statistics - Theory and Methods 38(16), 2923-2943, doi:10.1080/03610920902947238 Externer Link: doi:10.1080/03610920902947238 (http://dx.doi.org/10.1080/03610920902947238).
  • Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén, 2009, in: Sequential Analysis 28(3), 352-356, doi:10.1080/07474940903041654 Externer Link: doi:10.1080/07474940903041654 (http://dx.doi.org/10.1080/07474940903041654).
  • Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei (with W. Schmid), 2008, in Sequential Analysis 27(4), 392-395, doi:10.1080/07474940802446020 Externer Link: doi:10.1080/07474940802446020 (http://dx.doi.org/10.1080/07474940802446020).
  • Accurate ARL calculation for EWMA control charts monitoring simultaneously normal mean and variance, 2007, in: Sequential Analysis 26(3), 251-264, doi:10.1080/07474940701404823 Externer Link: doi:10.1080/07474940701404823 (http://dx.doi.org/10.1080/07474940701404823).
  • Computation of the ARL for CUSUM-S^2 schemes, 2006, in: Computational Statistics & Data Analysis 51(2), 499-512, doi:10.1016/j.csda.2005.09.015 Externer Link: doi:10.1016/j.csda.2005.09.015 (http://dx.doi.org/10.1016/j.csda.2005.09.015).
  • The art of evaluating monitoring schemes - how to measure the performance of control charts?, 2006, in: Frontiers in Statistical Quality Control 8, Lenz, Hans-Joachim; Wilrich, Peter-Theodor (Eds.), 74-99.
  • Accurate ARL computation for EWMA-S^2 control charts, 2005, in: Statistics and Computing 15(4), 341-352, doi:10.1007/s11222-005-3393-z Externer Link: doi:10.1007/s11222-005-3393-z (http://dx.doi.org/10.1007/s11222-005-3393-z).
  • Fast initial response features for EWMA Control Charts, 2005, in: Statistical Papers 46(1), 47-64, doi:10.1007/BF02762034 Externer Link: doi:10.1007/BF02762034 (http://dx.doi.org/10.1007/BF02762034).
  • Control Charts for Time Series: A Review (with W. Schmid), 2004, in: Frontiers in Statistical Quality Control 7, Lenz, Hans-Joachim; Wilrich, Peter-Theodor (Eds.), 210-236.
  • Autocorrelation and tolerance limits (with R. Amin), 2003, in: Journal of Statistical Computation and Simulation 73(7):467-489, doi:10.1080/0094965021000040613 Externer Link: doi:10.1080/0094965021000040613 (http://dx.doi.org/10.1080/0094965021000040613).
  • EWMA schemes with non-homogeneous transition kernels, 2003, in Sequential Analysis 22(3), 241-255, doi:10.1081/SQA-120025169 Externer Link: doi:10.1081/SQA-120025169 (http://dx.doi.org/10.1081/SQA-120025169).
  • Monitoring the mean and the variance of a stationary process (with W. Schmid), 2002, in:Statistica Neerlandica 56, 77-100, doi:10.1111/1467-9574.03000 Externer Link: doi:10.1111/1467-9574.03000 (http://dx.doi.org/10.1111/1467-9574.03000).
  • Statistical Process Control, 2002, in: Applied Quantitative Finance, Springer, Härdle, W.; Kleinow, T.; Stahl, G. (Eds.), 237-258.
  • Simultaneous Shewhart-Type Charts for the Mean and the Variance of a Time Series (with W. Schmid, A. Schöne), 2001, in: Frontiers in Statistical Quality Control 6, Lenz, Hans-Joachim; Wilrich, Peter-Theodor (Eds.), 61-79.
  • On the Run Length of the EWMA Scheme: A Monotonicity Result for Normal Variables (with W. Schmid, A. Schöne), 1999, Journal of Statistical Planning and Inference 79, 289-297, doi:10.1016/S0378-3758(98)00260-2 Externer Link: doi:10.1016/S0378-3758(98)00260-2 (http://dx.doi.org/10.1016/S0378-3758(98)00260-2).
  • Quasi-stationarity of CUSUM Schemes for Erlang Distributions, 1998, in: Metrika 48(1), 31-48, doi:10.1007/s001840050003 Externer Link: doi:10.1007/s001840050003 (http://dx.doi.org/10.1007/s001840050003).
  • Exact Average Run Lengths of CUSUM Schemes for Erlang Distributions, 1998, in: Sequential Analysis 17(2), 173-184, doi:10.1080/07474949808836405 Externer Link: doi:10.1080/07474949808836405 (http://dx.doi.org/10.1080/07474949808836405).
  • A Comparison of Several Methods for Estimating Beta Factors at the Polish Stock Market (with W. Schmid, R. Chudzik), 1997, in: Bank i Kredyt 28, 97-104.


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