$\textsf{S}^3T$: An Efficient Score-Statistic for Spatio-Temporal Surveillance

Autor:	Chen, Junzhuo, Kim, Seong-Hee, Xie, Yao
Rok vydání:	2017
Předmět:	Mathematics - Statistics Theory
Druh dokumentu:	Working Paper
Popis:	We present an efficient score statistic, called the $\textsf{S}^3 \textsf{T}$ statistic, to detect the emergence of a spatially and temporally correlated signal from either fixed-sample or sequential data. The signal may cause a men shift and/or a change in the covariance structure. The score statistic can capture both spatial and temporal structures of the change and hence is particularly powerful in detecting weak signals. The score statistic is computationally efficient and statistically powerful. Our main theoretical contribution are accurate analytical approximations on the false alarm rate of the detection procedures, which can be used to calibrate the threshold analytically. Numerical experiments on simulated and real data demonstrate the good performance of our procedure for solar flame detection and water quality monitoring. Comment: Submitted
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1706.05331 Zobrazit plný text záznamu View this record from Arxiv