Optimal alarm systems for count processes
Main Author: | |
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Publication Date: | 2008 |
Other Authors: | , |
Format: | Article |
Language: | eng |
Source: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Download full: | http://hdl.handle.net/10773/4430 |
Summary: | In many phenomena described by stochastic processes, the implementation of an alarm system becomes fundamental to predict the occurrence of future events. In this work we develop an alarm system to predict whether a count process will upcross a certain level and give an alarm whenever the upcrossing level is predicted. We consider count models with parameters being functions of covariates of interest and varying on time. This article presents classical and Bayesian methodology for producing optimal alarm systems. Both methodologies are illustrated and their performance compared through a simulation study. The work finishes with an empirical application to a set of data concerning the number of sunspot on the surface of the sun. |
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Optimal alarm systems for count processesCount processesOptimal alarm systemsAutoregressive processesIn many phenomena described by stochastic processes, the implementation of an alarm system becomes fundamental to predict the occurrence of future events. In this work we develop an alarm system to predict whether a count process will upcross a certain level and give an alarm whenever the upcrossing level is predicted. We consider count models with parameters being functions of covariates of interest and varying on time. This article presents classical and Bayesian methodology for producing optimal alarm systems. Both methodologies are illustrated and their performance compared through a simulation study. The work finishes with an empirical application to a set of data concerning the number of sunspot on the surface of the sun.Taylor and Francis2011-11-28T15:59:37Z2008-01-01T00:00:00Z2008info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10773/4430eng0361-0926Monteiro, MPereira, IScotto, MGinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-02-22T11:04:54Zoai:ria.ua.pt:10773/4430Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T02:42:21.141461Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Optimal alarm systems for count processes |
title |
Optimal alarm systems for count processes |
spellingShingle |
Optimal alarm systems for count processes Monteiro, M Count processes Optimal alarm systems Autoregressive processes |
title_short |
Optimal alarm systems for count processes |
title_full |
Optimal alarm systems for count processes |
title_fullStr |
Optimal alarm systems for count processes |
title_full_unstemmed |
Optimal alarm systems for count processes |
title_sort |
Optimal alarm systems for count processes |
author |
Monteiro, M |
author_facet |
Monteiro, M Pereira, I Scotto, MG |
author_role |
author |
author2 |
Pereira, I Scotto, MG |
author2_role |
author author |
dc.contributor.author.fl_str_mv |
Monteiro, M Pereira, I Scotto, MG |
dc.subject.por.fl_str_mv |
Count processes Optimal alarm systems Autoregressive processes |
topic |
Count processes Optimal alarm systems Autoregressive processes |
description |
In many phenomena described by stochastic processes, the implementation of an alarm system becomes fundamental to predict the occurrence of future events. In this work we develop an alarm system to predict whether a count process will upcross a certain level and give an alarm whenever the upcrossing level is predicted. We consider count models with parameters being functions of covariates of interest and varying on time. This article presents classical and Bayesian methodology for producing optimal alarm systems. Both methodologies are illustrated and their performance compared through a simulation study. The work finishes with an empirical application to a set of data concerning the number of sunspot on the surface of the sun. |
publishDate |
2008 |
dc.date.none.fl_str_mv |
2008-01-01T00:00:00Z 2008 2011-11-28T15:59:37Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10773/4430 |
url |
http://hdl.handle.net/10773/4430 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
0361-0926 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Taylor and Francis |
publisher.none.fl_str_mv |
Taylor and Francis |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
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RCAAP |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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1799137471540232192 |