Comparison of the CUSCORE, GLRT and CUSUM control charts for detecting a dynamic mean change

DOI10.1007/BF02509238zbMath1095.62135OpenAlexW2026989180MaRDI QIDQ2501356

Fugee Tsung, Dong Han

Publication date: 6 September 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02509238

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 (3)

Monitoring Weibull regression models with type I right-censored observations in phase II processes ⋮ A control chart based on likelihood ratio test for detecting patterned mean and variance shifts ⋮ Comparisons of control schemes for monitoring the means of processes subject to drifts

Cites Work

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• Decision theoretic optimality of the cusum procedure
• Optimal stopping times for detecting changes in distributions
• Control charts based on weighted sums
• Using the generalized likelihood ratio statistic for sequential detection of a change-point
• Control Charts in the Presence of Data Correlation
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
• Association of Random Variables, with Applications

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