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

DOI10.1111/1467-842X.00105zbMATH Open0977.62118OpenAlexW1950498925MaRDI QIDQ4949640FDOQ4949640

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

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• scientific article; zbMATH DE number 2199144

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)

Cited In (12)

• Statistical process control for autocorrelated data on grid
• Title not available (Why is that?)
• Minimax optimality of CUSUM for an autoregressive model
• Title not available (Why is that?)
• Accurate tests and intervals based on linear cusum statistics
• Average run lengths for cusum control charts applied to residuals
• The CUSUM control chart for the autocorrelated data with measurement error
• 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

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