Estimating the Current Mean of a Process Subject to Abrupt Changes

DOI10.2307/1269915MaRDI QIDQ4864359zbMATH OpenOpenAlexFDO

Authors Emmanuel Yashchin

Publication date 7 March 1996

Full work available at URL https://doi.org/10.2307/1269915

zbMATH Keywords

changepointcontrol chartsfilteringprocess controladaptive estimatorsestimation of the current process meanexponentially weighted moving average of past observationsMarkovian estimators

Mathematics Subject Classification ID

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

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Cited in

(13)

• The detection and estimation of the change point in a disccrete-time stochastic system
• Change-point models in industrial applications
• Scheduling of Data Transcription in Periodically Connected Databases
• Decision rule of assignable causes removal under an SPC-EPC integration system
• Online process mean estimation using \(L_1\) norm exponential smoothing
• Drift time detection and adjustment procedures for processes subject to linear trend
• Enhanced operation of wastewater treatment plant using state estimation-based fault detection strategies
• Adaptive CUSUM control chart with variable sampling intervals
• A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
• An adaptive exponentially weighted moving average-type control chart to monitor the process mean
• Adaptive CUSUM procedures with Markovian mean estimation
• Estimating the locations of multiple change points in the mean
• Optimal CUSUM and adaptive CUSUM charts with auxiliary information for process mean

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