Multivariate CUSUM chart: properties and enhancements

DOI10.1007/S10182-009-0107-4MaRDI QIDQ5963005zbMATH OpenOpenAlexFDO

Authors Vasyl Golosnoy, Sergiy Ragulin, Wolfgang Schmid

Publication date 25 February 2016

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-009-0107-4

zbMATH Keywords

multivariate normal distributionlog transformationmultivariate CUSUM charts

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Recommendations

• The performance of multivariate CUSUM control charts with estimated parameters
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• Cusum quality control-multivariate approach
• A new multivariate CUSUM chart using principal components with a revision of Crosier's chart
• Multivariate CUSUM Quality-Control Procedures

Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 2154348 (Why is no real title available?)
• A Multivariate Exponentially Weighted Moving Average Control Chart
• A well-conditioned estimator for large-dimensional covariance matrices
• CONTINUOUS INSPECTION SCHEMES
• Guest Editorial: Eighty Years of Control Charts
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• Multivariate cumulative sum control charts based on projection pursuit
• Optimal detection of a change in distribution
• Properties of Multivariate Control Charts with Estimated Parameters
• Shewhart Control Charts in New Perspective
• Statistical Surveillance. Optimality and Methods
• Surveillance of the mean behavior of multivariate time series

Cited in

(25)

• Monitoring mean changes in persistent multivariate time series
• Multivariate copulas on the MCUSUM control chart
• CUSUM chart for detecting range shifts when monotonicity of likelihood ratio is invalid
• Multivariate cumulative sum control charts based on projection pursuit
• MINDCUMIN charts
• Monitoring the mean of multivariate financial time series
• Sequential monitoring of portfolio betas
• Improving the performance of the chi-square control chart via runs rules
• Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes
• A multi-chart approach for mean shift detection
• Nonparametric multivariate CUSUM control charts for location and scale changes
• Properties and performance of thec-chart for attributes data
• An adaptive multivariate CUSUM control chart for signaling a range of location shifts
• CUSUM charts for monitoring the mean of a multivariate Gaussian process
• Spatial MCUSUM control chart
• Signaling NBER turning points: a sequential approach
• The performance of multivariate CUSUM control charts with estimated parameters
• Risk-Adjusted Cumulative Sum Charting Procedure Based on Multiresponses
• A new multivariate CUSUM chart using principal components with a revision of Crosier's chart
• The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change
• Multichart schemes for detecting changes in disease incidence
• Multivariate control charts: a loss function approach
• Cusum quality control-multivariate approach
• Multivariate Max-Chart
• scientific article; zbMATH DE number 2062051 (Why is no real title available?)

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