JSM Preliminary Online Program
This is the preliminary program for the 2007 Joint Statistical Meetings in Salt Lake City, Utah.

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Activity Number: 487
Type: Invited
Date/Time: Thursday, August 2, 2007 : 8:30 AM to 10:20 PM
Sponsor: Section on Quality and Productivity
Abstract - #307686
Title: A General Framework for Monitoring of Dynamic Systems
Author(s): Kwok-Leung Tsui and Wei Jiang and Tom Au*+
Companies: Georgia Institute of Technology and Stevens Institute of Technology and AT&T Labs - Research
Address: 16 Steeple Chase Ct., Bedminster, NJ, 07921-1638,
Keywords: activity monitoring ; data mining ; dynamic systems ; profile monitoring ; complex data
Abstract:

This talk discusses strategies and techniques in data modeling, forecasting, and activity monitoring. Activity monitoring refers to detection of interesting events that require actions (e.g., detection of customer churn, credit card or insurance fraud, and computer intrusion). We will propose a general strategy for modeling, forecasting, and monitoring of dynamic systems. In particular, we will discuss a statistical process control approach for business activity monitoring. We will also discuss a churn detection procedure for customer profile modeling. Several examples and case studies in telecom and service industries will be used to illustrate the proposed methods.

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Revised September, 2007