Related papers: Distribution-free cumulative sum control charts us…
In this paper we derive control charts for the variance of a Gaussian process using the likelihood ratio approach, the generalized likelihood ratio approach, the sequential probability ratio method and a generalized sequential probability…
Cumulative sum (CUSUM) statistics are widely used in the change point inference and identification. For the problem of testing for existence of a change point in an independent sample generated from the mean-shift model, we introduce a…
Control charts for process monitoring are widely used in practice. Most control charts require the monitored (residuals) process to be serially independent (and to satisfy specified distributional assumptions), whereas undetected dependence…
We propose a bootstrap procedure for data that may exhibit clustering in two or more dimensions. We use insights from the theory of generalized U-statistics to analyze the large-sample properties of statistics that are sample averages from…
In recent years, self-starting methods have garnered increasing attention in Statistical Process Control and Monitoring (SPC/M), as they offer real-time disorder detection without the need for a calibration phase (Phase I). This study…
In this paper, we consider the problem of (multiple) change-point detection in panel data. We propose the double CUSUM statistic which utilises the cross-sectional change-point structure by examining the cumulative sums of ordered CUSUMs at…
Phase I distribution-free runs- and patterns-type control charts are proposed for monitoring the unknown target value (or location parameter) for both continuous and discrete individual observations. Our approach maintains the nominal…
Control charts for zero-inflated processes have attracted the interest of the researchers in the recent years. In this work we investigate the performance of Shewhart-type charts for zero-inflated Poisson and zero-inflated Binomial…
Statistical quality control methods are noteworthy to producing standard production in manufacturing processes. In this regard, there are many classical manners to control the process. Many of them have a global assumption around the…
In pre-clinical and medical quality control, it is of interest to assess the stability of the process under monitoring or to validate a current observation using historical control data. Classically, this is done by the application of…
The traditional variable control charts, such as the X-bar chart, are widely used to monitor variation in a process. They have been shown to perform well for monitoring processes under the general assumptions that the observations are…
In this work, we present a distributed framework based on the graph algorithm for computing control invariant set for nonlinear cascade systems. The proposed algorithm exploits the structure of the interconnections within a process network.…
In pharmaceutical and toxicological research, historical control data are increasingly used to validate concurrent control groups, typically via the construction of historical control limits. While methods have been described for continuous…
In this paper, we not only propose an new optimal sequential test of sum of logarithmic likelihood ratio (SLR) but also present the CUSUM sequential test (control chart, stopping time) with the observation-adjusted control limits…
Traditional Statistical Process Control (SPC) is essential for quality management but is limited by its reliance on often violated statistical assumptions, leading to unreliable monitoring in modern, complex manufacturing environments. This…
In preliminary analysis of control charts, one may encounter multiple shifts and/or outliers especially with a large number of observations. The following paper addresses this problem. A statistical model for detecting and estimating…
Many of the early works in the quality control literature construct control limits through the use of graphs and tables as described in Wortham and Ringer (1972). However, the methods used in this literature are restricted to using only the…
We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…
A CUSUM type test for constant correlation that goes beyond a previously suggested correlation constancy test by considering Spearman's rho in arbitrary dimensions is proposed. Since the new test does not require the existence of any…
This paper is concerned with testing and dating structural breaks in the dependence structure of multivariate time series. We consider a cumulative sum (CUSUM) type test for constant copula-based dependence measures, such as Spearman's rank…