In testing a structural change, the approximated confidence intervals are conventionally used for CUSUM and CUSUMSQ tests. This paper numerically derives the asymptotically exact confidence intervals of CUSUM and CUSUMSQ tests. It can be easily extended to nonnormal and/or nonlinear models.

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...

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...

We analysed livestock anthrax in Kazakhstan from 1960-2006, using a prospective CUSUM to examine the affects of expectation on the detection of spatio-temporal clusters. Three methods for deriving baselines were used for CUSUM; a standard z-score, AVG, a spatially-weighted z-score derived from Local Moran's I, LISA, and a moving-window average, MWA. LISA and AVG elicited alarm signals in the se...

The cumulative sum (CUSUM) procedure is a graphical method that is widely used for quality monitoring in industrial settings. More recently it has been used to monitor surgical outcomes whereby it 'signals' if sufficient evidence has accumulated that there has been a change in the surgical failure rate. A limitation of the standard CUSUM procedure in this context is that since it is simply base...

An enzyme-linked immunosorbent assay (ELISA) for the typing of foot and mouth disease virus (FMDV) antigen was employed for the routine laboratory diagnosis of FMD at a regional veterinary laboratory in northern Thailand. An objective procedure was developed to monitor the test performance of the ELISA, using absolute test control limits in a Shewhart-CUSUM (cumulative sum) control chart method...

Bayesian networks, which may be compiled to arithmetic circuits in the interest of speed and predictability, provide a probabilistic method for system fault diagnosis. Currently, there is a limitation in arithmetic circuits in that they can only represent discrete random variables, while important fault types such as drift and offset faults are continuous and induce continuous sensor data. In t...

Customer churn in online firms is difficult to manage because customers are so fickle. The ability to detect churn in the early stage is something every online firm would wish to achieve. It represents both a potential revenue source and a cost-saving benefit. Churn prediction models attempt to organize customer behaviors, transactions and demographics to reduce the possibility of churn within ...