Adaptive Control charts for identifying concept drift in nonstationary environment Time adjusting dynamic systems whose underlying changing distribution should be continuously monitored to track abnormal behaviors is one of the most recent challenges in many real life applications. In fields such as sensor networks, intrusion detection, credit card fraud detection and process monitoring, the arriving […]
Health Care Monitoring by Hypergeometric Control Charts for Fractions Non-Conforming Process monitoring in health care organisations is one of the core tasks of an efficient medical risk management system for detecting, assessing, mitigating, and preventing risks. Statistical control charts as adequate tools for process monitoring are well-suited to observe, measure, and improve health care outcomes […]
Auf der Suche nach relevanten Merkmalen Die Selektion relevanter Merkmale ist ein zentrales Problem der Statistik und der empirischen Wissenschaften im Allgemeinen. Zwar lassen sich heute problemlos große Datenmengen erheben, also viele Merkmale zahlreicher statistischer Merkmalsträger festhalten, doch welche davon sind wichtig? Wie ist das kausale Gefüge und welche Variablen steuern das Geschehen? Schon im […]
Forecasting the Equity Premium: Mind the News! This paper introduces a novel strategy for predicting the monthly equity premium based on extracted news from more than 700,000 newspaper articles, published in The New York Times and Washington Post between 1980 and 2018. We propose a flexible data-adaptive switching approach to map a large set of […]
Some extensions to the endemic-epidemic model class for infectious disease surveillance counts The endemic-epidemic class (Held et al 2005, DOI 10.1191=1471082X05st098oa) is a modelling framework for multivariate infectious disease surveillance counts closely related to INGARCH models. It allows to model counts stratified by e.g. disease type, geographical area or age group and is readily implemented […]
Effect of estimation under non-normality on the phase II performance of linear profile monitoring approaches Recently, there have been several studies about control charts to monitor profiles, where the quality of a process/product is expressed as function of response and explanatory variable(s). Mostly, it is assumed that the in-control parameter values are known and the […]
Ordinal Patterns and Ordinal Pattern Dependence Ordinal patterns describe the order structure of data points over a small time horizon. Using a moving window approach we reduce the complexity of a time series by analyzing the sequence of ordinal patterns instead of the original data. We present limit theorems for ordinal pattern probabilities and tests […]
Testing discrete-valued time series for whiteness We consider the problem of testing a univariate discrete-valued time series for whiteness in the sequency domain, using Walsh–Fourier analysis. We show that the distribution of the lag window estimator of the Walsh spectral density is a scaled chi-square distribution, where the scale and degrees of freedom, both depend […]
Vine copula based post-processing of ensemble forecasts for temperature To account for forecast uncertainty in numerical weather prediction (NWP) models it has become common practice to employ ensemble prediction systems generating probabilistic forecast ensembles by multiple runs of the NWP model, each time with variations in the details of the numerical model and/or initial and […]
An axiomatic foundation of conditional logit This paper considers a decision maker choosing from a set of options when options have multiple real-valued attributes. Assuming DM chooses all options with positive probability, four invariance assumptions are necessary and sufficient for choice probabilities to take McFadden’s conditional logit form: independence of irrelevant alternatives, translation invariance, presentation […]