Alarm systems and catastrophes from a diverse point of view

Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro (2013). Alarm systems and catastrophes from a diverse point of view. Methodology and Computing in Applied Probability, 15(4), pp. 821-839. Springer US; http://www.springer-ny.com 10.1007/s11009-012-9281-z

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Using a chain of urns, we build a Bayesian nonparametric alarm system to predict catastrophic events, such as epidemics, black outs, etc. Differently from other alarm systems in the literature, our model is constantly updated on the basis of the available information, according to the Bayesian paradigm. The papers contains both theoretical and empirical results. In particular, we test our alarm system on a well-known time series of sunspots.

Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Cirillo, Pasquale and Hüsler, Jürg

Subjects:

500 Science > 510 Mathematics

ISSN:

1387-5841

Publisher:

Springer US; http://www.springer-ny.com

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

28 Feb 2014 09:32

Last Modified:

25 Oct 2019 03:40

Publisher DOI:

10.1007/s11009-012-9281-z

BORIS DOI:

10.7892/boris.41507

URI:

https://boris.unibe.ch/id/eprint/41507

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