Online detection of the incidence via transfer learning

Abstract

AbstractThe counting process has abundant applications in reality, and Poisson process monitoring actually has received extensive attention and research. However, conventional methods experience poor performance when shifts appears early and only small number of historical observations in Phase I can be used for estimation. To overcome it, we creatively propose a new online monitoring algorithm under the transfer learning framework, which utilizes the information from observations of additional data sources so that the target process can be described better. By making the utmost of the somewhat correlated data from other domains, which is measured by a bivariate Gamma distributed statistic presented by us, the explicit properties (e.g., posterior probability mass function, posterior expectation, and posterior variance) are also strictly proved. Furthermore, based on the above theoretical results, we design two computationally efficient control schemes in Phase II, that is a control chart based on the cumulative distribution function for large shifts and an exponentially weighted moving average control chart for small shifts. For a better understanding of the more practical applications and transferability matter, we provide some optimal values for parameter setting. Extensive numerical simulations and a case of skin cancer incidence in America verify the superiorities of our approach.