Optimal Surveillance Based on Exponentially Weighted Moving Averages
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Cites work
- A Bayes Approach to a Quality Control Model
- A Multivariate Exponentially Weighted Moving Average Control Chart
- A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
- A generalized quality control procedure
- A multivariate exponentially weighted moving average control chart for monitoring process variability
- A note on optimal detection of a change in distribution
- A note on sequential detection with exponential penalty for the delay.
- A robust surveillance scheme for stochastically ordered alternatives
- Alarm rates for quality control charts
- An approach to the probability distribution of cusum run length
- Average Run Lengths of Geometric Moving Average Charts by Numerical Methods
- Bounds for the Distribution of the Run Length of Geometric Moving Average Charts
- CONTINUOUS INSPECTION SCHEMES
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
- Detecting a change in regression: First-order optimality
- EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process
- EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes
- Evaluations of some Exponentially Weighted Moving Average methods
- Ewma charts for multivariate time series
- Joint Monitoring of Process Mean and Variance Using Exponentially Weighted Moving Average Control Charts
- Monitoring the mean and the variance of a stationary process
- Multivariate control charts based on loss functions
- On Optimum Methods in Quickest Detection Problems
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- Quickest detection with exponential penalty for delay
- SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES
- Sequential analysis. Tests and confidence intervals
- Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes
- Some properties of the EWMA control chart in the presence of autocorrelation
- Statistical Surveillance of the Parameters of a One-Factor Cox–Ingersoll–Ross Model
- Statistical Surveillance. Optimality and Methods
Cited in
(18)- New characteristics for portfolio surveillance
- Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes
- scientific article; zbMATH DE number 6413897 (Why is no real title available?)
- Sufficient reduction in multivariate surveillance
- Surveillance Strategies for Detecting Changepoint in Incidence Rate Based on Exponentially Weighted Moving Average Methods
- SEQUENTIAL SURVEILLANCE OF THE TANGENCY PORTFOLIO WEIGHTS
- A control chart based on likelihood ratio test for detecting patterned mean and variance shifts
- Evaluations of some Exponentially Weighted Moving Average methods
- Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
- Multivariate outbreak detection
- Quality surveillance with EWMA control charts based on exact control limits
- Performance comparison of some likelihood ratio-based statistical surveillance methods
- Weighted moving averages: an efficient plan for monitoring specific location shifts
- Likelihood-based EWMA charts for monitoring Poisson count data with time-varying sample sizes
- Statistical Surveillance. Optimality and Methods
- Evaluation of multivariate surveillance
- Effect of Dependency in Systems for Multivariate Surveillance
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