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Comparing Directionally Sensitive MCUSUM and MEWMA Procedures with Application to Biosurveillance

Comparing Directionally Sensitive MCUSUM and MEWMA Procedures with Application to Biosurveillance

ABSTRACT This paper compares the performance of two new directionally sensitive multivariate methods, based on the multivariate CUSUM (MCUSUM) and the multivariate exponentially weighted moving average (MEWMA), for biosurveillance. While neither of these methods is currently in use in a biosurveillance system, they are among the most promising multivariate methods …