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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2009
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| Subjects: | |
| Online Access: | BSB01 FHN01 Volltext |
| Summary: | 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. Using the framework of optimal stopping theory, this book describes the fundamentals underpinning the field, providing the background necessary to design, analyze, and understand quickest detection algorithms. For the first time the authors bring together results which were previously scattered across disparate disciplines, and provide a unified treatment of several different approaches to the quickest detection problem. This book is essential reading for anyone who wants to understand the basic statistical procedures for change detection from a fundamental viewpoint, and for those interested in theoretical questions of change detection. It is ideal for graduate students and researchers of engineering, statistics, economics, and finance |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (xii, 229 pages) |
| ISBN: | 9780511754678 |
| DOI: | 10.1017/CBO9780511754678 |
Staff View
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| dewey-full | 519.5/5 |
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| discipline | Mathematik Elektrotechnik / Elektronik / Nachrichtentechnik |
| doi_str_mv | 10.1017/CBO9780511754678 |
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| id | DE-604.BV043943143 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:19Z |
| institution | BVB |
| isbn | 9780511754678 |
| language | English |
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| physical | 1 online resource (xii, 229 pages) |
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| spelling | Poor, H. Vincent Verfasser aut Quickest detection H.H. Vincent Poor, Olympia Hadjiliadis Cambridge Cambridge University Press 2009 1 online resource (xii, 229 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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. Using the framework of optimal stopping theory, this book describes the fundamentals underpinning the field, providing the background necessary to design, analyze, and understand quickest detection algorithms. For the first time the authors bring together results which were previously scattered across disparate disciplines, and provide a unified treatment of several different approaches to the quickest detection problem. This book is essential reading for anyone who wants to understand the basic statistical procedures for change detection from a fundamental viewpoint, and for those interested in theoretical questions of change detection. It is ideal for graduate students and researchers of engineering, statistics, economics, and finance Change-point problems Time-series analysis Signaldetektion (DE-588)4181266-9 gnd rswk-swf Digitalübertragung (DE-588)4149853-7 gnd rswk-swf Signaldetektion (DE-588)4181266-9 s Digitalübertragung (DE-588)4149853-7 s 1\p DE-604 Hadjiliadis, Olympia Sonstige oth Erscheint auch als Druckausgabe 978-0-521-62104-5 https://doi.org/10.1017/CBO9780511754678 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Poor, H. Vincent Quickest detection Change-point problems Time-series analysis Signaldetektion (DE-588)4181266-9 gnd Digitalübertragung (DE-588)4149853-7 gnd |
| subject_GND | (DE-588)4181266-9 (DE-588)4149853-7 |
| title | Quickest detection |
| title_auth | Quickest detection |
| title_exact_search | Quickest detection |
| title_full | Quickest detection H.H. Vincent Poor, Olympia Hadjiliadis |
| title_fullStr | Quickest detection H.H. Vincent Poor, Olympia Hadjiliadis |
| title_full_unstemmed | Quickest detection H.H. Vincent Poor, Olympia Hadjiliadis |
| title_short | Quickest detection |
| title_sort | quickest detection |
| topic | Change-point problems Time-series analysis Signaldetektion (DE-588)4181266-9 gnd Digitalübertragung (DE-588)4149853-7 gnd |
| topic_facet | Change-point problems Time-series analysis Signaldetektion Digitalübertragung |
| url | https://doi.org/10.1017/CBO9780511754678 |
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