Modeling and Monitoring Biomedical Time Series
Kerry Gordon, A. F. M. Smith · Journal of the American Statistical Association · 1990
A framework for modeling and monitoring medical time series is developed, based on extensions to the linear dynamic model. The approach is designed to provide for on-line, recursive updating and inference for time series that are subject to several forms of potential discontinuous change, and that may have missing values. The models and methods introduced are illustrated with three biomedical series.