The cumulative sum (CUSUM) chart, well-known to be sensitive in detecting small and moderate parameter changes, is proposed here for monitoring a high yield process. The sensitivities of the CUSUM charts based on geometric, Bernoulli and binomial counts are compared. Based on the comparisons, recommendations for the selection of a chart are provided. Simple procedures are given for optimal desi...

BACKGROUND Monitoring clinical interventions is an increasing requirement in current clinical practice. The standard CUSUM (cumulative sum) charts are used for this purpose. However, they are difficult to use in terms of identifying the point at which outcomes begin to be outside recommended limits. OBJECTIVE To assess the Bernoulli CUSUM chart that permits not only a 100% inspection rate, bu...

103 AIJ Modeling, Identification, Simulation and Control, Vol 48, No. 2, Fall 2016 Please cite this article using: Aminnayeri, M., and Sogandi, F., 2016. “A Risk-Adjusted Self-Starting Bernoulli CUSUM Control Chart with Dynamic Probability Control Limits”. Amirkabir International Journal of Modeling, Identification, Simulation and Control, 48(2), pp. 103–110. DOI: 10.22060/miscj.2016.833 URL: h...

Usually, in monitoring a proportion p < /em>, the binary observations are considered independent; however, in many real cases, there is a continuous stream of autocorrelated binary observations in which a two-state Markov chain model is applied with first-order dependence. On the other hand, the Bernoulli CUSUM control chart which is not robust to autocorrelation can be applied two-sided co...

When data consist of patients with a specific risk to develop an health event and we are interested in monitoring the incidence rate of this event, the standard Bernoulli CUSUM fails and a risk-adjustment needs. The risk-adjusted CUSUM chart proposed by Steiner et al. (2000) shows some limitations. To overcome these limits a simple risk-adjusted CUSUM is proposed and it may be considered a gene...

BACKGROUND There is considerable recent interest in the monitoring of individual surgeon or hospital surgical outcomes. If one aggregates data over time and assesses performance with a funnel plot, then the detection of any process deterioration or improvement could be delayed. The variable life adjusted display (VLAD) is widely used for monitoring on a case-by-case basis, but we show that use ...

The multi-armed bandit problem has been extensively studied under the stationary assumption. However in reality, this assumption often does not hold because the distributions of rewards themselves may change over time. In this paper, we propose a change-detection (CD) based framework for multiarmed bandit problems under the piecewise-stationary setting, and study a class of change-detection bas...

Monitoring Markov Dependent Observations with a Log-Likelihood Based CUSUM Shabnam Mousavi and Marion R. Reynolds, Jr. Department of Statistics, The Pennsylvania State University, University Park, PA 16802-2111, U.S.A., Max Planck Institute for Human Development, Lentzeallee 94, 14195 Berlin, Germany, Departments of Statistics and Forestry, Virginia Polytechnic Institute and State University, B...

there are miscellaneous quality characteristics in healthcare which are interested to be monitored. however, monitoring each characteristic needs a special statistical method. there are some characteristics with very small incidence rates that it’s usually considered not to be necessary to monitoring them, since their incidence rates are so small that p and np charts are not able to monitor the...