In this report quickest detection of an abrupt distribution change with unknown time varying parameters is considered. A novel adaptive approach, Adaptive CUSUM Test, is proposed to tackle this problem, which is shown to outperform the celebrated Parallel CUSUM Test. Performance is evaluated through theoretical analysis and numerical simulations.

صخلملا Seasonal variation of zooplankton biomass has been carried out at two selected sites on Greater Zab River. Monthly samples of water were collected during period from January to December 2008. Some physico-chemical properties of water were studied including water temperature (from 8 to 30.5 C), hydrogen ion concentration (from 6.3 to 8), EC (from 255 to 821 μs.cm), turbidity (1085 NTU), d...

Methodology is presented for the design of single and double compressed limit Sequential Probability Ratio Tests (SPRT) and Cumulative Sum (CUSUM) control charts to detect one-sided mean shifts in a symmetric probability distribution. We also show how to evaluate the average run length properties with the Fast Initial Response (FIR) feature. The resulting CUSUM plans have a simple scoring proce...

This paper develops a model for the analysis and design of a CUSUM chart for monitoring the process mean in short production runs and proposes statistical measures of performance that are appropriate when the process is not operating indefinitely. The model can be used to evaluate the performance of the CUSUM scheme for any given set of chart parameters and thus allows comparisons with Shewhart...

In this paper we consider the problem of testing for a parameter change based on the cusum test proposed by Lee et al. The cusum test statistic is constructed via employing the estimator minimizing density-based divergence measures. It is shown that under regularity conditions, the test statistic has the limiting distribution of the sup of standard Brownian bridge. Simulation results demonstrat...

خلا صلا ـ ة : عون نم يفيكتلا ةانقلا ردقم ءادلأ اًضرع ثحبلا اذه مدقي LMS ةيئاضفلا ةرفشملا تاعومجملا مظن يف نييئاوه مدختست يتلا ةينمزلا لإل اسر ل لابقتسلال اًدحاو اًيئاوهو . و ةانق يه ةمدختسملا ةيكلسلالا ةانقلا Rayleigh ءاضوضلا دوجوب ىسواجلا (Gaussian) يمجتلا جارخلاا يف يع . و حضوت ثحبلا جئاتن إ دحاو لماعم يذ ةانق ردقم مادختساب زاحنم ريغ ريدقت ىلع لوصحلا ةيناكم ) يراسم نم لكل لإا ةراش .( و وحن ةيف...

In this work we study the effect of some electrical prosperities on synthetic rubber reinforced with carbon black diluted in heptanes with concentrations from 0.2% gm/mole to 2.0% gm/ mole in temperatures range (100, 150, 200, 250, 300) C associated with amount weight of black carbon 5wt% added to the diluted rubber. The results of electrical properties measurement of Buna rubber reinforced wit...

In this article, we proposed an inner intrusion detection system, named Cumulative-Sum-based Inner Intrusion Detection System (CSIIDS), which detects inner malicious behaviors, launched toward local servers/hosts by other local hosts. Detection is performed based on Cumulative Sum (CUSUM) algorithm. Experimental results show that CSIIDSs can carry out a higher security level for the protected n...