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Showing 1 to 20 of 76 for “"CUSUM"”.
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CUSUM Generalized Variance Charts
<p>The commonly recommended charts for monitoring the mean vector are affected by a shit in the covariance matrix. As in the univariate case, a chart for monitoring for a change in the covariance matrix should be examined first before examining the chart used to monitor for a change in the mean …
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CUSUM procedures based on sequential ranks
… of this dissertation is the development of CUSUM procedures based on signed and unsigned sequential ranks. These CUSUMs can be applied to detect changes in the location or dispersion of a process. The signed and unsigned sequential rank CUSUMs are distribution-free and robust against the …
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Economic Design of CUSUM Control Charts
… One such type of chart is the cumulative sum (CUSUM) chart which has advantages over other styles of control chart. A study of the economic design of CUSUM control charts is undertaken via a comparative study of long-run hourly cost (LRHC) and a computational search algorithm is used to …
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EWMA and CUSUM control charts in the presence of correlation
… average (EWMA) and one-sided cumulative sum (CUSUM) control charts used to monitor the process. The effects of correlation and measurement error on the ARL's of the control charts are studied for a process which is in control and for a process which has undergone a shift in mean level away …
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Economically optimum design of cusum charts when there is a multiplicity of assignable causes
… limit, reference value and sample size) of a cusum chart and the cost and risk factors of the process to the long run average loss cost per hour for the process. Optimum designs for various sets of cost and risk factors are found by minimizing the long run average loss-cost per hour of the …
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Monitoring Markov Dependent Binary Observations with a Log-Likelihood Ratio Based CUSUM Control Chart
… probability matrix is . We construct a CUSUM control chart for monitoring a proportion with correlated binary observations. First, we use the probability structure of a first-order Markov chain to derive a log-likelihood ratio based CUSUM control statistic. Then, we model this CUSUM …
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Analysis and Design of One- and Two-Sided Cusum Charts with Known and Estimated Parameters
… analyzing the performances of one- and two-sided CUSUM X charts with known and estimated in-control process parameters are studied. Some new integral equations for analyzing the two-sided CUSUM X are derived. These methods provide us with ways to approximate the run length distribution of the …
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A Hybrid CUSUM approach to identify residency and transition periods for animal movement with an application to housed dairy cows
… on two-dimensional position data via a Hybrid CUSUM method. It is hoped that by detecting the amount of movement of an individual over a selected period of time and comparing it with expected results of healthy individuals will lead to an indication of welfare although this CUSUM method can …
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Applications of Control Charts in Medicine and Epidemiology
… two modifications of the Sets method, and the CUSUM method based on the Poisson distribution. Many of the previously published comparisons of these methods used unrealistic assumptions or ignored implicit assumptions which led to misleading conclusions. We consider the situation where data are …
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Dynamic Probability Control Limits for Risk-Adjusted Bernoulli Cumulative Sum Charts
The risk-adjusted Bernoulli cumulative sum (CUSUM) chart developed by Steiner et al. (2000) is an increasingly popular tool for monitoring clinical and surgical performance. In practice, however, use of a fixed control limit for the chart leads to quite variable in-control average run length (ARL) …
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High-dimensional change point detection for mean and location parameters
… In the first part, we consider cumulative sum (CUSUM) statistics that are widely used in the change point inference and identification. We study two problems for high-dimensional mean vectors based on the $\ell^{\infty}$-norm of the CUSUM statistics. For the problem of testing for the existence …
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Control chart procedures based on cumulative gauging scores
… or several observations. Both random walk and cusum type cumulative gauging score charts are used. For controlling the process mean and standard deviation at the same time, a cusum type and a two-dimensional random walk type procedure are proposed. A gauging scheme can be applied to …
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Control charts applying a sequential test at fixed sampling intervals with optional sampling at fixed times
… as a generalization of the VSI cumulative sum (CUSUM) chart that uses two sampling intervals, called the universal CUSUM (UC) chart, in order to address the need for a general framework for the study of control charts that are equivalent to a sequence of SPRT’s. The UC chart can also be viewed …
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GLR Control Charts for Monitoring Correlated Binary Processes
… a smaller END than the optimized Markov binary CUSUM. The second part of this research develops a CUSUM-pp chart and a GLR-pp chart to monitor p and p simultaneously. The CUSUM-pp with two tuning parameters is designed to detect shifts in p and p when the shifted values are known. We apply two …
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An analysis of the OPEC Reference Basket with regards to African Pricing and Spread to the WTI and Brent
… with the aid of a breakpoint unit root test and Cusum of Squared test to determine if there was a change in the persistence of the spread of each African benchmark relative to the global benchmarks. The results for from the unit root test indicated the presence of a structural break in the price …
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Change Point Detection in Time Series via Multivariate Singular Spectrum Analysis
… (mSSA) approach with the cumulative sum (CUSUM) procedure for sequential hypothesis testing. In particular, we model the underlying dynamics of multivariate time series observations through the spatio-temporal model introduced recently in the mSSA literature. The change points in such a …
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Univariate and Multivariate Surveillance Methods for Detecting Increases in Incidence Rates
… such as the Bernoulli cumulative sum (CUSUM) technique. Issues involved in selecting parameters for the scan statistic and CUSUM methods are discussed, and a method for computing the expected number of observations needed for the scan statistic method to signal a rate increase is given. …
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Nonparametric procedures for process control when the control value is not specified
… chart and the cumulative sum control chart (CUSUM chart). In designing a control chart, the exact distribution of the observations, e.g. normal distribution, is usually assumed to be known. But, when there is not sufficient information in determining the distribution, nonparametric procedures …
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Variable sampling interval control charts
… for the variable sampling interval Shewhart and cusum charts. A Markov chain is utilized to approximate the average time to signal and the corresponding variance for the cusum charts. Properties of the variable sampling interval Shewhart chart are investigated through Renewal Theory and Markov …
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