Quickest detection /

The problem of detecting abrupt changes in the behavior of an observed signal or time series arises in a variety of fields, including climate modeling, finance, image analysis, and security. Quickest detection refers to real-time detection of such changes as quickly as possible after they occur. Usi...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Poor, H. Vincent
Otros Autores: Hadjiliadis, Olympia
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, UK ; New York : Cambridge University Press, 2009.
Colección:Cambridge books online.
Temas:
Change-point problems.
Time-series analysis.
Rupture (Statistique)
Série chronologique.
MATHEMATICS > Probability & Statistics > Time Series.
Change-point problems
Time-series analysis
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover; Half-title; Title; Copyright; Dedication; Contents; Figures; Preface; Frequently used notation; 1 Introduction; 2 Probabilistic framework; 3 Markov optimal stopping theory; 4 Sequential detection; 5 Bayesian quickest detection; 6 Non-Bayesian quickest detection; 7 Additional topics; Bibliography; Index

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