Unlike a Shewhart chart, the exponentially weighted moving average (EWMA) and cumulative sum (CUSUM) charts are memory control charts (also known as time weighted control charts) that are used for a quick detection of small shifts in the process mean. Control charts that combine information from present and past samples, like the EWMA and CUSUM charts have the ability to detect process changes ...

A vector-valued model-based cumulative sum (CUSUM) procedure is proposed for identifying faulty/falsified sensor measurements. First, given the system dynamics, we derive tools for tuning the CUSUM procedure in the fault/attack free case to fulfill a desired detection performance (in terms of false alarm rate). We use the widely-used chi-squared fault/attack detection procedure as a benchmark t...

At the start of a production run, the parameters of the distribution of a quality characteristic are frequently unknown. If the quality characteristic should by monitored on-line by means of a control chart and the production run length is too short, then it is impossible to get a sufficient Phase I number of samples allowing for the correct estimation of parameters and the evaluation of the ch...

BACKGROUND Modern day clinical practice demands evidence justifying our choice of treatment methods. Cumulative sum techniques (cusum) are amongst the simplest statistical methods known. They provide rapid analysis and identification of trends in a series of data. This study highlights use of these techniques as an early performance indicator of a clinical procedure before its implementation. ...

This work presents a comparative study of the performance of the cumulative sum (CuSum), as well as the exponentially weighted moving average (EWMA) control charts. The objective of this research is to verify when CuSum and EWMA control charts do the best control region, in order to detect small changes in the process average. Starting from the data of a productive process, several series were ...

BACKGROUND A variety of Serfling-type statistical algorithms requiring long series of historical data, exclusively from temperate climate zones, have been proposed for automated monitoring of influenza sentinel surveillance data. We evaluated three alternative statistical approaches where alert thresholds are based on recent data in both temperate and subtropical regions. METHODS We compared ...

a single server queue with bernoulli vacation has been considered. in addition the admission to queue is based on a bernoulli process and the server gives two type of services. for this model the probability generating function for the number of customers in the queue at different server's state are obtained using supplementary variable technique. some performance measures are calculated. ...

In this paper CUSUM control charts for zero-truncated negative binomial distribution (ZTNBD) and zero-truncated geometric distribution (ZTGD) are constructed. Average run length (ARL) is studied for different values of the parameters of both the distributions. The method of Johnson (1961) is used for constructing the CUSUM chart.

The cumulative sum (CUSUM) process is often used in change point analysis to detect changes the mean of sequentially observed data. We provide a full description asymptotic distribution $$L^p, 1\le p <\infty $$ , functionals weighted CUSUM for time series under general conditions.

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.