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 PublicationCommunications in Statistics: Simulation and Computation
ISSN15324141 03610918
Volume44Issue: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.

KeywordChange Point Detection Generalized Likelihood Ratio Non-homogenous Poisson Scan Statistics Spatiotemporal Surveillance Weighted Likelihood Ratio
DOI10.1080/03610918.2013.763981
URLView the original
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000340265700002
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Cited Times [WOS]:5   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT
Corresponding AuthorSUNG WON HAN
Affiliation1.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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