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Quickest Detection

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Title: Quickest Detection
Description: 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.
Authors: H. Vincent Poor, Olympia Hadjiliadis
Resource Type: eBook.
Subjects: Time-series analysis, Change-point problems
Categories: MATHEMATICS / Probability & Statistics / Time Series
Database: eBook Collection (EBSCOhost)
FullText Links:
  – Type: ebook-pdf
Text:
  Availability: 0
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DbLabel: eBook Collection (EBSCOhost)
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AccessLevel: 6
PubType: eBook
PubTypeId: ebook
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  Data: Quickest Detection
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  Data: 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.
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 519.55
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Time-series analysis
        Type: general
      – SubjectFull: Change-point problems
        Type: general
    Titles:
      – TitleFull: Quickest Detection
        Type: main
  BibRelationships:
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      – PersonEntity:
          Name:
            NameFull: H. Vincent Poor
      – PersonEntity:
          Name:
            NameFull: Olympia Hadjiliadis
      – PersonEntity:
          Name:
            NameFull: H. Vincent Poor
      – PersonEntity:
          Name:
            NameFull: Olympia Hadjiliadis
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2009
            – D: 04
              M: 02
              Type: profile
              Y: 2014
          Identifiers:
            – Type: isbn-print
              Value: 9780521621045
            – Type: isbn-electronic
              Value: 9780511480652
          Titles:
            – TitleFull: Quickest Detection
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