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

DOI10.1080/07474940701404765MaRDI QIDQ5297917zbMATH OpenOpenAlexFDO

Authors Dong Han, Fugee Tsung

Publication date 16 July 2007

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940701404765

zbMATH Keywords

asymptotic optimalityKullback-Leibler information distancesonline detection and diagnosissequential analysis

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05)

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Cites work

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• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• A suboptimal quadratic change detection scheme
• Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
• Decision theoretic optimality of the cusum procedure
• Detection of Failure Rate Increases
• Efficient recursive algorithms for detection of abrupt changes in signals and control systems
• scientific article; zbMATH DE number 5819433 (Why is no real title available?)
• scientific article; zbMATH DE number 192907 (Why is no real title available?)
• scientific article; zbMATH DE number 1145164 (Why is no real title available?)
• scientific article; zbMATH DE number 1146587 (Why is no real title available?)
• Information bounds and quick detection of parameter changes in stochastic systems
• Optimal stopping times for detecting changes in distributions
• Procedures for Reacting to a Change in Distribution
• Sequential analysis. Tests and confidence intervals
• Using the generalized likelihood ratio statistic for sequential detection of a change-point

Cited in

(12)

• Multichart schemes for detecting changes in disease incidence
• CUSUM multi-chart based on nonparametric likelihood approach for detecting unknown abrupt changes and its application for network data
• Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change
• Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
• The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change
• Detection of changes in a random financial sequence with a stable distribution
• CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences
• Detection and diagnosis of distribution changes of degree ratio in complex networks
• Sequential change diagnosis revisited and the Adaptive Matrix CuSum
• A nonparametric Bootstrap CUSUM multi-chart for detecting unknown abrupt changes
• Online change-point detection: a weighted sum approach with constraint and application to dynamic network observation
• An improved bisection-type algorithm for control chart calibration

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