Residential College | false |
Status | 已發表Published |
A comparison of likelihood-based spatiotemporal monitoring methods under non-homogenous population size | |
SUNG WON HAN1; WEI JIANG2; LIANJIE SHU3; KWOK-LEUNG TSUI4 | |
2015-01-02 | |
Source Publication | Communications in Statistics: Simulation and Computation |
ISSN | 15324141 03610918 |
Volume | 44Issue:1Pages:14-39 |
Abstract | This article discusses the spatiotemporal surveillance problem of detecting rate changes of Poisson data considering non-homogenous population sample size. By applying Monte Carlo simulations, we investigate the performance of several likelihood-based approaches under various scenarios depending on four factors: (1) population trend, (2) change magnitude, (3) change coverage, and (4) change time. Our article evaluates the performance of spatiotemporal surveillance methods based on the average run length at different change times. The simulation results show that no method is uniformly better than others in all scenarios. The difference between the generalized likelihood ratio (GLR) approach and the weighted likelihood ratio (WLR) approach depends mainly on population size, not change coverage, change magnitude, or change time. We find that changes associated with a small population in time periods and/or spatial regions favor the WLR approach, but those associated with a large population favor the GLR under any trends of population changes. |
Keyword | Change Point Detection Generalized Likelihood Ratio Non-homogenous Poisson Scan Statistics Spatiotemporal Surveillance Weighted Likelihood Ratio |
DOI | 10.1080/03610918.2013.763981 |
URL | View the original |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:000340265700002 |
Scopus ID | 2-s2.0-84905483312 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT |
Corresponding Author | SUNG WON HAN |
Affiliation | 1.Hoffmann-La Roche Inc.,,United States 2.Antai College of Economics and Management,Shanghai Jiaotong University,,China 3.Department of Decision Science,University of Macau,,Macao 4.Department of Manufacturing Engineering and Engineering Management,City University of Hong Kong,,Hong Kong |
Recommended Citation GB/T 7714 | SUNG WON HAN,WEI JIANG,LIANJIE SHU,et al. A comparison of likelihood-based spatiotemporal monitoring methods under non-homogenous population size[J]. Communications in Statistics: Simulation and Computation, 2015, 44(1), 14-39. |
APA | SUNG WON HAN., WEI JIANG., LIANJIE SHU., & KWOK-LEUNG TSUI (2015). A comparison of likelihood-based spatiotemporal monitoring methods under non-homogenous population size. Communications in Statistics: Simulation and Computation, 44(1), 14-39. |
MLA | SUNG WON HAN,et al."A comparison of likelihood-based spatiotemporal monitoring methods under non-homogenous population size".Communications in Statistics: Simulation and Computation 44.1(2015):14-39. |
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