The effect of serial correlation on the in-control average run length of cumulative score charts

DOI10.1016/0378-3758(95)00153-0zbMATH Open0854.62093OpenAlexW2025595446MaRDI QIDQ1923402FDOQ1923402

Authors: Walter Böhm, Peter Hackl 

Publication date: 19 January 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00153-0

Recommendations

• EVVMA and cusum control charts in the presence of correlation
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Applications: CUSUM Charts for AR1 Data: are they worth the Effort?
• Average run length of cumulative sum control charts for \(\mathrm{SARMA}(1, 1)_{\mathrm{L}}\) models

zbMATH Keywords

Markov chainserial correlationCUSUMparametrizationsscoresrun length distributionprocess controlcorrelated random walkShewhart chartfirst-order autoregressive processMonte Carlo estimatesin-control average run lengthasymptotic average run lengthcumulative score chart

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Cites Work

• Title not available (Why is that?)
• A test for a change in a parameter occurring at an unknown point
• The Effect of Serial Correlation on the Performance of CUSUM Tests
• Title not available (Why is that?)
• Finite Continuous Time Markov Chains
• Title not available (Why is that?)
• Tables for Computing Bivariate Normal Probabilities
• A Combined Shewhart-Cumulative Score Quality Control Chart
• Note on a Distribution-Free CUSUM Technique
• A Control Chart Based on Cumulative Scores
• Variable Sampling Interval Combined Shewart-Cumulative Score Quality Control Procedure
• A Cumulative Score Control Scheme

Cited In (9)

• Single and dual reference-free CUSCORE charts for detecting unknown patterned mean shifts
• The effect of Phase I sample size on the run length performance of control charts for autocorrelated data
• A Cumulative Score Control Scheme
• On the run length of a Shewhart chart for correlated data
• On the average run lengths of quality control schemes using a Markov chain approach
• Inference for post-change parameters after sequential CUSUM test under AR(1) model
• On average run lengths of control charts for autocorrelated processes
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Title not available (Why is that?)

This page was built for publication: The effect of serial correlation on the in-control average run length of cumulative score charts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1923402)