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

DOI10.1007/BF02509238MaRDI QIDQ2501356zbMATH OpenOpenAlexFDO

Authors Dong Han, Fugee Tsung

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

average run lengthchange point detectionstatistical process control

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison
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Cites work

• Association of Random Variables, with Applications
• Control charts based on weighted sums
• Control Charts in the Presence of Data Correlation
• Decision theoretic optimality of the cusum procedure
• scientific article; zbMATH DE number 1145164 (Why is no real title available?)
• scientific article; zbMATH DE number 1487662 (Why is no real title available?)
• Optimal stopping times for detecting changes in distributions
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
• Using the generalized likelihood ratio statistic for sequential detection of a change-point

Cited in

(6)

• A control chart based on likelihood ratio test for detecting patterned mean and variance shifts
• CUSUM method in predicting regime shifts and its performance in different stock markets allowing for transaction fees
• Monitoring Weibull regression models with type I right-censored observations in phase II processes
• A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison
• Single and dual reference-free CUSCORE charts for detecting unknown patterned mean shifts
• Comparisons of control schemes for monitoring the means of processes subject to drifts

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