II Sequential Problems
Boris Brodsky · 2016
In Part II, sequential problems of change-point detection are considered. In sequential problems, we collect observations online, i.e., in a sequential way and are obliged to test hypotheses and to make decisions about the presence of a change-point at every step of data collection. Therefore, in sequential problems, the notions of a false decision about a change-point (type-1 error) and a false tranquility (type-2 error), as well as the delay time in change-point detection naturally appear.