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

DOI10.1214/aos/1079120139zbMath1105.62385OpenAlexW2019071502MaRDI QIDQ1884616

Fugee Tsung, Dong Han

Publication date: 5 November 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1079120139

zbMATH Keywords

statistical process controlaverage run lengthchange point detection

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Related Items (14)

The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change ⋮ Monitoring Weibull regression models with type I right-censored observations in phase II processes ⋮ Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences ⋮ Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application ⋮ Multichart schemes for detecting changes in disease incidence ⋮ Water resource surveillance for the Salton Sea in California by adaptive sequential monitoring of its landsat images ⋮ False discovery rate approach to dynamic change detection ⋮ A setwise EWMA scheme for monitoring high-dimensional datastreams ⋮ CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences ⋮ The effects of model parameter deviations on the variance of a linearly filtered time series ⋮ Comparisons of control schemes for monitoring the means of processes subject to drifts ⋮ The computation of average run length and average time to signal: an overview ⋮ CUSUM multi-chart based on nonparametric likelihood approach for detecting unknown abrupt changes and its application for network data ⋮ Optimal sequential tests for detection of changes under finite measure space for finite sequences of networks

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• CONTINUOUS INSPECTION SCHEMES
• The Maslov integral representation of slowly varying dispersive wavetrains in inhomogeneous moving media.

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