A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes.
From MaRDI portal
Publication:1884616
DOI10.1214/aos/1079120139zbMath1105.62385OpenAlexW2019071502MaRDI QIDQ1884616
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
- Decision theoretic optimality of the cusum procedure
- Sequential analysis. Tests and confidence intervals
- Optimal stopping times for detecting changes in distributions
- Using the generalized likelihood ratio statistic for sequential detection of a change-point
- A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
- Evaluatiok of optimum weights and average run lenghts in ewma control schemes
- Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
- Evaluating properties of variable sampling interval control charts
- Probability Integrals of Multivariate Normal and Multivariate $t^1$
- Procedures for Reacting to a Change in Distribution
- CONTINUOUS INSPECTION SCHEMES
- The Maslov integral representation of slowly varying dispersive wavetrains in inhomogeneous moving media.
This page was built for publication: A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes.