منابع مشابه
Optimality of the CUSUM Procedure
Optimality of CUSUM under a Lorden type criterion setting is considered. We demonstrate the optimality of the CUSUM test for Itô processes, in a sense similar to Lorden’s, but with a criterion that replaces expected delays by the corresponding KullbackLeibler divergence. Key-words: CUSUM, change-point, disorder problem, Kullback-Leibler divergence, sequential detection. Optimalité de la Procédu...
متن کاملImproving the performance of CUSUM charts
The control chart is an important statistical technique that is used to monitor the quality of a process. Shewhart control charts are used to detect larger disturbances in the process parameters, whereas CUSUM and EWMA charts are meant for smaller and moderate changes. Runs rules schemes are generally used to enhance the performance of Shewhart control charts. In this study, we propose two runs...
متن کاملExponential CUSUM Charts with Estimated Control Limits
Exponential CUSUM charts are used in monitoring the occurrence rate of rare events because the interarrival times of events for homogeneous Poisson processes are independent and identically distributed exponential random variables. In these applications, it is assumed that the exponential parameter, i.e. the mean, is known or has been accurately estimated. However, in practice, the in-control m...
متن کاملEvaluation of CUSUM Charts for Finite-Horizon Processes
This paper analyses and evaluates the properties of a CUSUM chart designed for monitoring the process mean in short production runs. Several statistical measures of performance that are appropriate when the process operates for a finite-time horizon are proposed. The methodology developed in this paper can be used to evaluate the performance of the CUSUM scheme for any given set of chart parame...
متن کاملUsing CUSUM Charts To Detect Small Process Shifts
In order to monitor a process, quality practitioners frequently use Shewhart control charts (e.g. X –R, P-charts, etc.), so named after the pioneering work of Dr. Walter Shewhart. It can be shown that if there are sharp, intermittent changes to a process, these types of charts are highly effective. However, if one is interested in a small, sustained shift in a process, other types of control ch...
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ژورنال
عنوان ژورنال: Sequential Analysis
سال: 2013
ISSN: 0747-4946,1532-4176
DOI: 10.1080/07474946.2013.843324