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 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, Hüsler, Rudolf Jürg |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
1387-5841 |
Publisher: |
Springer |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
28 Feb 2014 09:32 |
Last Modified: |
18 Apr 2023 11:02 |
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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