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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | |
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, UK ; New York :
Cambridge University Press,
2009.
|
| Schriftenreihe: | Cambridge books online.
|
| Schlagworte: | |
| Online-Zugang: | DE-862 DE-863 |
| Zusammenfassung: | 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. |
| Beschreibung: | 1 online resource (xii, 229 pages :) |
| Bibliographie: | Includes bibliographical references (pages 213-224) and index. |
| ISBN: | 9780511480652 0511480652 0511479859 9780511479854 9780521621045 0521621046 9780511754678 0511754671 |
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| author | Poor, H. Vincent |
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| contents | 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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| indexdate | 2025-03-18T14:14:44Z |
| institution | BVB |
| isbn | 9780511480652 0511480652 0511479859 9780511479854 9780521621045 0521621046 9780511754678 0511754671 |
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| spelling | Poor, H. Vincent. http://id.loc.gov/authorities/names/n85055471 Quickest detection / H.H. Vincent Poor, Olympia Hadjiliadis. Cambridge, UK ; New York : Cambridge University Press, 2009. 1 online resource (xii, 229 pages :) text txt rdacontent computer c rdamedia online resource cr rdacarrier Includes bibliographical references (pages 213-224) and index. Print version record. 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. 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 Change-point problems. http://id.loc.gov/authorities/subjects/sh92006562 Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Rupture (Statistique) Série chronologique. MATHEMATICS Probability & Statistics Time Series. bisacsh Change-point problems fast Time-series analysis fast Electronic book. Electronic books. Hadjiliadis, Olympia. http://id.loc.gov/authorities/names/n2008046175 has work: Quickest detection (Text) https://id.oclc.org/worldcat/entity/E39PCGGkRxJTJqXF4jmcf9dTQC https://id.oclc.org/worldcat/ontology/hasWork Print version: Poor, H. Vincent. Quickest detection. Cambridge, UK ; New York : Cambridge University Press, 2009 9780521621045 0521621046 (DLC) 2008030569 (OCoLC)231580945 Cambridge books online. |
| spellingShingle | Poor, H. Vincent Quickest detection / Cambridge books online. 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 Change-point problems. http://id.loc.gov/authorities/subjects/sh92006562 Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Rupture (Statistique) Série chronologique. MATHEMATICS Probability & Statistics Time Series. bisacsh Change-point problems fast Time-series analysis fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh92006562 http://id.loc.gov/authorities/subjects/sh85135430 |
| 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. http://id.loc.gov/authorities/subjects/sh92006562 Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Rupture (Statistique) Série chronologique. MATHEMATICS Probability & Statistics Time Series. bisacsh Change-point problems fast Time-series analysis fast |
| topic_facet | Change-point problems. Time-series analysis. Rupture (Statistique) Série chronologique. MATHEMATICS Probability & Statistics Time Series. Change-point problems Time-series analysis Electronic book. Electronic books. |
| work_keys_str_mv | AT poorhvincent quickestdetection AT hadjiliadisolympia quickestdetection |