In this paper we construct high moment partial sum processes based on residuals of a GARCH model when the mean is known to be 0. We consider partial sums of kth powers of residuals, CUSUM processes and self-normalized partial sum processes. The kth power partial sum process converges to a Brownian process plus a correction term, where the correction term depends on the kth moment μk of the inno...

We develop two cusum change-point detection algorithms for applications to data network monitoring where various and numerous performance and reliability metrics are available to aid with early identification of realized or impending failures. We confront three significant challenges with our cusum algorithms: 1) the need for nonparametric techniques so that a wide variety of metrics can be inc...

Cusum analysis is a statistical technique to distinguish deviations from an acceptable failure rate. The progress of anaesthetic trainees learning four practical procedures (obstetric extradural anaesthesia, spinal anaesthesia, central venous cannulation and arterial cannulation) was monitored from their first attempt using cusum analysis. Suitable acceptable and unacceptable failure rates for ...

OBJECTIVES In recent years, there has been an increasing interest in monitoring the quality of cardiac surgical performance. The aim of the present study was to apply control charts (CUSUM curves) to monitor the performance of minimally invasive mitral valve procedures to enhance quality control for that operation. METHODS A total of 936 minimally invasive mitral valve procedures were perform...

OBJECTIVE To investigate changes in morbidity and mortality associated with ileal J-pouch surgery performed during the first 3 years of a single surgeon's practice to determine the presence or absence of a learning curve after fellowship training. METHODS From July 2002 to July 2005, an observational study of postoperative outcomes was undertaken, in which 30-day and inhospital morbidity and ...

Statistical methods for energy consumption modeling have been static for the past three decades. Energy performance is typically modeled with linear regression and presented for interpretation using cumulative sum of residuals (CUSUM) charts. These mature techniques are general purpose, statistically robust, and simple. They suit energy measurement and verification (M&V) for quantifying a few l...

A novel detection scheme against DDoS attack is proposed from a distributed perspective. The distributed end-hosts in the Internet are organized into a P2P network by Chord protocol for detection. The detection algorithm based on CUSUM and space similarity is deployed at each node in the P2P detection network. The P2P-based detection network is adopted, which makes the scheme be able to scale t...

This paper deals with phase II, univariate, statistical process control when a set of in-control data is available, and when both the in-control and out-of-control distributions of the process are unknown. Existing process control techniques typically require substantial knowledge about the in-control and out-of-control distributions of the process, which is often difficult to obtain in practic...

Alarm algorithms for displacement detection methods are one of the key components of an automatic displacement monitoring system used for monitoring any large structure (such as dams, bridges etc.). Methods such as Shewhart algorithm, moving average algorithm weighted moving average algorithm (WMA), exponentially weighted moving average algorithm (EWMA), cumulative sum algorithm (CUSUM) are use...