Online Monitoring with Local Smoothing Methods and Adaptive Ridging

We consider online monitoring of sequentially arising data as e.g.
met in clinical information systems. The general focus thereby is
to detect breakpoints, i.e. timepoints where the measurement series
suddenly changes the general level. The method suggested is based
on local estimation. In particular, local linear smoothing is
combined by ridging with local constant smoothing. The procedure is
demonstrated by examples and compared with other available online
monitoring routines.