Multivariate Time-Between-Events Monitoring -- An overview and some (overlooked) underlying complexities

2019/11/04 by Inez Maria Zwetsloot, Zwetsloot, Inez Maria, Tahir Mahmood +3
Computer Science · Engineering · Mathematics · #Advanced Chemical Sensor Technologies #Applications (stat.AP) #FOS: Computer and information sciences #Other Statistics (stat.OT) #Time Series Analysis and Forecasting #stat.AP #stat.OT

paper · pdf · doi:10.48550/arxiv.1911.01607

openalex publication_date 2019/11/04 · arxiv created 2019/11/05 · arxiv updated 2019/11/06 · openalex created_date 2022/07/26 · openalex updated_date 2026/07/28

Abstract

We review methods for monitoring multivariate time-between-events (TBE) data. We present some underlying complexities that have been overlooked in the literature. It is helpful to classify multivariate TBE monitoring applications into two fundamentally different scenarios. One scenario involves monitoring individual vectors of TBE data. The other involves the monitoring of several, possibly correlated, temporal point processes in which events could occur at different rates. We discuss performance measures and advise the use of time-between-signal based metrics for the design and comparison of methods. We re-evaluate an existing multivariate TBE monitoring method, offer some advice and some directions for future research.

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