Principles for Multivariate Surveillance

Marianne Frisén

No 2007:4, Research Reports from Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg

Abstract: Multivariate surveillance is of interest in industrial production as it enables the monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance and transaction strategies in finance.

Several types of multivariate counterparts to the univariate Shewhart, EWMA and CUSUM methods have been proposed. Here a review of general approaches to multivariate surveillance is given with respect to how suggested methods relate to general statistical inference principles.

Suggestions are made on the special challenges of evaluating multivariate sur-veillance methods.

Keywords: Surveillance; Multivariate (search for similar items in EconPapers)
JEL-codes: C10 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2007-01-01
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Published in Frontiers in Statistical Quality Control, Lenz, Hans-Joachim (eds.), 2010, pages 133-144, Springer.

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Persistent link: http://EconPapers.repec.org/RePEc:hhs:gunsru:2007_004

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