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 suggest some directions for future research.

摘要

我们回顾了监视多元事件间时间（TBE）数据的方法。我们提出了一些在文献中被忽略的潜在复杂性。将多变量TBE监视应用程序分类为两个根本不同的场景是有帮助的。一种情况涉及监视TBE数据的各个向量。另一个涉及监视几个可能相关的时间点过程，在这些过程中事件可能以不同的速率发生。我们讨论了性能指标，并建议使用基于时间间隔的指标来设计和比较方法。我们对现有的多变量TBE监测方法进行了重新评估，提供了一些建议并为未来的研究提供了一些方向。