Applications: CUSUM Charts for AR1 Data: are they worth the Effort?

DOI10.1111/1467-842X.00105MaRDI QIDQ4949640zbMATH OpenOpenAlexFDO

Authors R. S. Sparks

Publication date 24 January 2002

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-842x.00105

zbMATH Keywords

CUSUMaverage run lengthcumulative sumone-sided control chartsstatistical process control procedures

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• EVVMA and cusum control charts in the presence of correlation
• The effect of serial correlation on the in-control average run length of cumulative score charts
• Average run lengths for cusum control charts applied to residuals
• scientific article; zbMATH DE number 2199144

Cited in

(12)

• Statistical process control for autocorrelated data on grid
• scientific article; zbMATH DE number 1958516 (Why is no real title available?)
• Minimax optimality of CUSUM for an autoregressive model
• scientific article; zbMATH DE number 2199144 (Why is no real title available?)
• Accurate tests and intervals based on linear cusum statistics
• The CUSUM control chart for the autocorrelated data with measurement error
• Average run lengths for cusum control charts applied to residuals
• Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data
• Inference for post-change parameters after sequential CUSUM test under AR(1) model
• Number of Replications Required in Control Chart Monte Carlo Simulation Studies
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Side-sensitive synthetic and runs-rules charts for monitoring AR(1) processes with skipping sampling strategies

This page was built for publication: Applications: CUSUM Charts for AR1 Data: are they worth the Effort?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4949640)