In this research, we propose the new mixed control chart called Moving Average-Cumulative Sum (MA-CUSUM) used for monitoring parameter changes in asymmetrical and symmetrical processes. Its efficiency was compared with that of Shewhart, Cumulative (CUSUM), Average (MA), Sum-Moving (CUSUM-MA) charts by using their average run lengths (ARLs), standard deviation length (SDRL), median (MRL) via Mon...

A theoretical analysis of the cumulative sum (CUSUM) technique for detecting a series of time signals from noisy background is provided. The statistic using CUSUM-slope is introduced as a measure for capturing the average of signals within the time-window, in which the slope is computed. This provides a time-independent method for estimating the signal content within the time-window. The detect...

In this paper we consider the problem of testing for a parameter change in GARCH(1,1) models based on the residual cusum test. The test appears to circumvent the drawbacks, such as size distortions and low powers of the cusum of squares test proposed by Kim, Cho and Lee (2000). It is shown that the proposed test statistic has a limiting distribution of the sup of a standard Brownian bridge. A s...

The sequential detection of an abrupt and persistent change in the dynamics of an arbitrary continuous-path stochastic process is considered; the optimality of the cumulative sums (cusum) test is established with respect to a modified Lorden’s criterion. As a corollary, sufficient conditions are obtained for the optimality of the cusum test when the observed process is described by a fractional...

Shewhart, exponentially weighted moving average (EWMA), and cumulative sum (CUSUM) charts are famous statistical tools, to handle special causes and to bring the process back in statistical control. Shewhart charts are useful to detect large shifts, whereas EWMA and CUSUM are more sensitive for small to moderate shifts. In this study, we propose a new control chart, named mixed CUSUM-EWMA chart...

In this paper, we follow the model of interpurchase times to achieve heterogeneity across customers. We employ a mixture model to segment customers into three states: super-active, active and inactive. The interpurchase model and mixture model are solved by the hierarchical Bayes via Markov Chain Monte Carlo method. We employ CUSUM chart based on the density of active state to monitor consumer ...

This work examines the problem of sequential detection of a change in the drift of a Brownian motion in the case of two-sided alternatives. Traditionally, 2-CUSUM stopping rules have been used for this problem due to their asymptotically optimal character as the mean time between false alarms tends to ∞. In particular, attention has focused on 2-CUSUM harmonic mean rules due to the simplicity o...

BACKGROUND Cumulative sum (CUSUM) analysis can be used to continuously monitor the performance of an individual or process and detect deviations from a preset or standard level of achievement. However, no previous study has evaluated the utility of CUSUM analysis in facilitating timely environmental assessment and interventions to improve performance of linear-probe endobronchial ultrasound-gui...

This paper proposes the solution for Spectrum Sensing Problems in Cognitive Radio Networks. For this an Adaptive CUSUM based Test for signal Change Detection algorithm is used. The algorithm is based on sequential change detection techniques which is particularly effective when the parameters are not available apriori or when the correct parameter configuration and the pdf of the signal under t...

BACKGROUND Time series charts are increasingly used by clinical teams to monitor their performance, but statistical control charts are not widely used, partly due to uncertainty about which chart to use. Although there is a large literature on methods, there are few systematic comparisons of charts for detecting changes in rates of binary clinical performance data. METHODS We compared four co...