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194
Based on Linear Cusum Statistics by
, 2008
"... Abstract: Suppose that we are monitoring incoming observations for a change in mean via a cusum test statistic. The usual nonparametric methods give first and second order approximations for the one and twosided cases. We show how to improve the order of these approximations for linear statistics. ..."
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Abstract: Suppose that we are monitoring incoming observations for a change in mean via a cusum test statistic. The usual nonparametric methods give first and second order approximations for the one and twosided cases. We show how to improve the order of these approximations for linear statistics.
The Null SteadyState Distribution of the CUSUM Statistic
, 2007
"... We develop an empirical approximation to the null steadystate distribution of the cumulative sum (CUSUM) statistic, defined as the distribution of values obtained by running a CUSUM with no upper boundary under the null state for an indefinite period of time. The derivation is part theoretical and ..."
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Cited by 1 (0 self)
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We develop an empirical approximation to the null steadystate distribution of the cumulative sum (CUSUM) statistic, defined as the distribution of values obtained by running a CUSUM with no upper boundary under the null state for an indefinite period of time. The derivation is part theoretical
False Alarm Probability Function of Cusum Charts
"... Abstract: In this paper, standard Cusum charts with head start value zero are compared with fast initial response (FIR) Cusum charts proposed by Lucas and Crosier (1982) from the viewpoint of the false alarm probability function. The focus in this comparison is conservativeness. The concept of cons ..."
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of conservativeness is based on the relationship between the incontrol ARL and the false alarm probability function by regarding the Cusum statistic as a Markov process. The comparison shows that standard Cusum charts are conservative in contrast to FIR Cusum charts. Moreover, the concept of false alarm probability
The cusum test in time series models
"... In this paper we consider the problem of testing for a scale change in the infinite order moving average process, for the parameters in unstable models, and for those of regression models with ARCH errors. For performing the test, the cusum of squares test analogous to Inclán and Tiao (1994)’s stat ..."
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In this paper we consider the problem of testing for a scale change in the infinite order moving average process, for the parameters in unstable models, and for those of regression models with ARCH errors. For performing the test, the cusum of squares test analogous to Inclán and Tiao (1994)’s
Threshold learning from samples drawn from the null hypothesis for the GLR CUSUM test
 In Proc. IEEE MLSP
, 2005
"... Although optimality of sequential tests for the detection of a change in the parameter of a model has been widely discussed, the test parameter tuning is still an issue. In this communication, we propose a learning strategy to set the threshold of the GLR CUSUM statistics to take a decision with a d ..."
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Cited by 7 (4 self)
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Although optimality of sequential tests for the detection of a change in the parameter of a model has been widely discussed, the test parameter tuning is still an issue. In this communication, we propose a learning strategy to set the threshold of the GLR CUSUM statistics to take a decision with a
A Rank Based Multivariate CUSUM Procedure
 Technometrics
, 2001
"... We consider statistical process control when measurements are multivariate. A CUSUM procedure is suggested in detecting a shift in the mean vector of the measurements, which is based on the crosssectional antiranks of the measurements. At each time point, the measurements are ordered and their anti ..."
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Cited by 8 (6 self)
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We consider statistical process control when measurements are multivariate. A CUSUM procedure is suggested in detecting a shift in the mean vector of the measurements, which is based on the crosssectional antiranks of the measurements. At each time point, the measurements are ordered
Center for Quality and Applied Statistics Evaluation of Some Multivariate CUSUM Schemes
, 1987
"... This paper will review and compare five multivariate CUSUM techniques. Two of these are proposed by Crosier (1986), the multivariate CUSUM and the CUSUM of T (COT). It will also compare two proposed by Pignatiello (1986), the multivariate CUSUM #1 (MCl) and the multivariate CUSUM #2 (MC2). The fifth ..."
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This paper will review and compare five multivariate CUSUM techniques. Two of these are proposed by Crosier (1986), the multivariate CUSUM and the CUSUM of T (COT). It will also compare two proposed by Pignatiello (1986), the multivariate CUSUM #1 (MCl) and the multivariate CUSUM #2 (MC2
Combined CUSUM–Shewhart Schemes for Binomial Data
"... Abstract: The detection of upward shifts in a process parameter using a CUSUM scheme can be improved by using an upper onesided combined CUSUM–Shewhart scheme. Considerable advantage is to be gained since combined schemes take advantage of two well known facts: the Shewhart schemes behave well in c ..."
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Cited by 1 (0 self)
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and upper onesided CUSUM schemes with a 50 % head start are also carried out, leading to – what we believe – surprising results. Key Words: Statistical process control; control scheme; run length. 1
THE CUSUM CHART FOR MONITORING SHORT PRODUCTION RUNS
"... 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 ..."
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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
Sensitivity Of A Cusum Chart For Dispersion To The Independence Assumption
"... Most control charts for variables data are constructed upon the assumption that the observations from a process are independent. In most applications however this assumption does not hold. The performance of process control schemes have to be evaluated in such circumstances. However most of the work ..."
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of the work published deal with shifts in the location of correlated processes. In this paper, the ARL performance of a CUSUM chart for process dispersion is analyzed, when the process does not comply with the assumption of independence. The ARL performance of the CUSUM chart for dispersion derived assuming
Results 1  10
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