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Keywords:

  • expected delay;
  • gradual change;
  • likelihood ratio;
  • monitoring;
  • multivariate surveillance

Abstract

An overview on surveillance in different areas is given. Even though methods have been developed under different scientific cultures, the statistical concepts can be the same. When the statistical problems are the same, progress in one area can be used also in other areas. The aim of surveillance is to detect an important change in an underlying process as soon as possible after the change has occurred. In practice, we have complexities such as gradual changes and multivariate settings. Approaches to handling some of these complexities are discussed. The correspondence between the measures for evaluation and the aims of the application is important. Thus, the choice of evaluation measure deserves attention. The commonly used ARL criterion should be used with care. Copyright © 2011 John Wiley & Sons, Ltd.