Comparing Directionally Sensitive MCUSUM and MEWMA Procedures with Application to Biosurveillance
Fricker, Ronald D. Jr.
Hu, Cecilia X.
MetadataShow full item record
This paper compares the performance of two new directly-sensitive multivariate methods, based on the multivariate CUSUM (MCUSUM) and the multivariate exponentially weighted moving average (MEWMA), for biosurveillance. While neither of these methods is currently in use in a biosurviellance system, they are among the most promising multivariate methods for this application. Our analysis is based on a detailed series of simulations using synthetic biosurveillance data that mimics various types of disease background incidence and outbreaks. We apply the MCUSUM and the MEWMA to residuals from an adaptive regression that accounts for the systematic effects normally present in biosurviellance data. We find that, much like the results from univariate CUSUM and EWMA comparisons in classical statistical process control applications, the directionally-sensitive MCUSUM and MEWMA perform very similarly.
Quality Engineering, 20, 478-494.
Showing items related by title, author, creator and subject.
Esary, James Daniel; Marshall, A. W. (Monterey, California. Naval Postgraduate School, 1973-07); NPS55EY73071AA fairly common failure model in a wide variety of contexts is a cumulative damage process, in which shocks occur randomly in time and associated with each shock there is a random amount of damage which adds to previously ...
Isusi, Juan M. (1986);This thesis presents several interactive computer programs for the analysis of multivariate data. A special case is that of panel data; multiple time series of short length. The first program, BOXPLOTAB, handles this ...
A comparative analysis of multivariate statistical detection methods applied to syndromic surveillance Matthew C. Knitt. (Monterey, California. Naval Postgraduate School, 2007-06);Biological terrorism is a threat to the security and well-being of the United States. It is critical to detect the presence of these attacks in a timely manner, in order to provide sufficient and effective responses to ...