The Detection of Nuclear Materials Losses*
提出联合估计方法，用于检测核设施中的材料损失，该方法比传统控制图、CUSUM及考虑相关性的ARMA方法更优，对异常值稳健，能适应观测间的依赖关系，并提供损失类型信息。
The identification and location of materials losses in nuclear facilities is an important issue. Many complexities arise in monitoring such losses. These complexities include the dependency among materials balance observations and the influence of errors (outliers) on parameter estimates of various monitoring methods. The proposed Joint Estimation procedure is superior to standard methods (control chart and CUSUM) and to methods that build in correlation (ARMA control chart, ARMA CUSUM, and the Generalized M procedure) in the detection of nuclear materials losses. The Joint Estimation procedure is robust to the influence of outliers, is flexible in accommodating a range of dependencies among observations, and provides information on the type of loss. Further, the procedure is reliable in that it yields a probability of false alarms and a probability of detecting losses closer to specifications.