The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change (Q5073419): Difference between revisions

Latest revision as of 22:13, 28 July 2024

scientific article; zbMATH DE number 7522695

Language	Label	Description	Also known as
English	The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change	scientific article; zbMATH DE number 7522695

Statements

instance of

scholarly article

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title

The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change (English)

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author

Gideon Mensah Engmann

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Dong Han

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published in

Journal of Applied Statistics

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publication date

6 May 2022

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zbMATH Keywords

mean-variance monitoring

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optimized CUSUM \& EWMA multi-charts

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IBM

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/02664763.2020.1870670

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cites work

A sequential procedure for multihypothesis testing

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Monitoring Process Mean and Variability with One Non-central Chi-square Chart

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Multivariate Generalizations of Cumulative Sum Quality-Control Schemes

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Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes

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Q4871595

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The design and analysis of 2-CUSUM procedure

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Optimal Sequential Surveillance for Finance, Public Health, and Other Areas

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Variance Change Point Detection Under a Smoothly-Changing Mean Trend with Application to Liver Procurement

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Multivariate CUSUM chart: properties and enhancements

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A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes.

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Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes

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Q5457410

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Control charts of mean and variance using copula Markov SPC and conditional distribution by copula

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Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems

0 references

Self-starting control chart for simultaneously monitoring process mean and variance

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CUSUM chart for detecting range shifts when monotonicity of likelihood ratio is invalid

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Procedures for Reacting to a Change in Distribution

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Detection of Failure Rate Increases

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A Multivariate Exponentially Weighted Moving Average Control Chart

0 references

Detecting change-points for shifts in mean and variance using fuzzy classification maximum likelihood change-point algorithms

0 references

Q4648981

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Optimal stopping times for detecting changes in distributions

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Decision theoretic optimality of the cusum procedure

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Using the generalized likelihood ratio statistic for sequential detection of a change-point

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Weighted-loss-function CUSUM chart for monitoring mean and variance of a production process

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Identifiers

DOI

10.1080/02664763.2020.1870670

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5073419

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@@ Property / OpenAlex ID: W3119481052 / rank @@
+Normal rank
@@ Property / cites work @@
+A sequential procedure for multihypothesis testing
+Normal rank
@@ Property / cites work @@
+Monitoring Process Mean and Variability with One Non-central Chi-square Chart
+Normal rank
@@ Property / cites work @@
+Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
+Normal rank
@@ Property / cites work @@
+Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes
+Normal rank
@@ Property / cites work @@
+Q4871595
@@ Property / cites work: Q4871595 / rank @@
+Normal rank
@@ Property / cites work @@
+The design and analysis of 2-CUSUM procedure
@@ Property / cites work: The design and analysis of 2-CUSUM procedure / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
+Normal rank
@@ Property / cites work @@
+Variance Change Point Detection Under a Smoothly-Changing Mean Trend with Application to Liver Procurement
+Normal rank
@@ Property / cites work @@
+Multivariate CUSUM chart: properties and enhancements
+Normal rank
@@ Property / cites work @@
+A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes.
+Normal rank
@@ Property / cites work @@
+Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes
+Normal rank
@@ Property / cites work @@
+Q5457410
@@ Property / cites work: Q5457410 / rank @@
+Normal rank
@@ Property / cites work @@
+Control charts of mean and variance using copula Markov SPC and conditional distribution by copula
+Normal rank
@@ Property / cites work @@
+Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
+Normal rank
@@ Property / cites work @@
+Self-starting control chart for simultaneously monitoring process mean and variance
+Normal rank
@@ Property / cites work @@
+CUSUM chart for detecting range shifts when monotonicity of likelihood ratio is invalid
+Normal rank
@@ Property / cites work @@
+Procedures for Reacting to a Change in Distribution
+Normal rank
@@ Property / cites work @@
+Detection of Failure Rate Increases
@@ Property / cites work: Detection of Failure Rate Increases / rank @@
+Normal rank
@@ Property / cites work @@
+A Multivariate Exponentially Weighted Moving Average Control Chart
+Normal rank
@@ Property / cites work @@
+Detecting change-points for shifts in mean and variance using fuzzy classification maximum likelihood change-point algorithms
+Normal rank
@@ Property / cites work @@
+Q4648981
@@ Property / cites work: Q4648981 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping times for detecting changes in distributions
+Normal rank
@@ Property / cites work @@
+Decision theoretic optimality of the cusum procedure
+Normal rank
@@ Property / cites work @@
+Using the generalized likelihood ratio statistic for sequential detection of a change-point
+Normal rank
@@ Property / cites work @@
+Weighted-loss-function CUSUM chart for monitoring mean and variance of a production process
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5073419