Related papers: Signed Sequential Rank CUSUMs
This article aims to consider a new univariate nonparametric cumulative sum (CUSUM) control chart for small shift of location based on both change-point model and Mann-Whitney statistic. Some comparisons on the performances of the proposed…
Distributed change-point detection has been a fundamental problem when performing real-time monitoring using sensor-networks. We propose a distributed detection algorithm, where each sensor only exchanges CUSUM statistic with their…
We propose distribution-free runs-based control charts for detecting location shifts. Using the fact that given the number of total successes, the outcomes of a sequence of Bernoulli trials are random permutations, we are able to control…
In this paper easily applicable techniques are devised for detecting changepoints in autocorrelated Gaussian sequences. Our method proceeds by sequential evaluation of a CUSUM-type test statistic, which is compared to a predefined…
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…
Most studies in real time change-point detection either focus on the linear model or use the CUSUM method under classical assumptions on model errors. This paper considers the sequential change-point detection in a nonlinear quantile model.…
The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are invariant under strictly increasing transformations, such as…
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…
The analysis of record-breaking events is of interest in fields such as climatology, hydrology or anthropology. In connection with the record occurrence, we propose three distribution-free statistics for the changepoint detection problem.…
Malicious attacks on modern autonomous cyber-physical systems (CPSs) can leverage information about the system dynamics and noise characteristics to hide while hijacking the system toward undesired states. Given attacks attempting to hide…
The paper is about detecting changes in the parameters of certain parameterized stochastic models. We apply CUSUM (Cumulated Sums) type test statistics that are based on martingale difference sequences.
The sequential analysis of series often requires nonparametric procedures, where the most powerful ones frequently use rank transformations. Re-ranking the data sequence after each new observation can become too intensive computationally.…
Consider $d$ dependent change point tests, each based on a CUSUM-statistic. We provide an asymptotic theory that allows us to deal with the maximum over all test statistics as both the sample size $n$ and $d$ tend to infinity. We achieve…
In a variety of different settings cumulative sum (CUSUM) procedures have been applied for the sequential detection of structural breaks in the parameters of stochastic models. Yet their performance depends strongly on the time of change…
We study real-time detection of low-rank changes in the covariance structure of high-dimensional streaming data, motivated by robotic swarm monitoring. Building on the spiked covariance model, we propose the Multi-rank Subspace-CUSUM…
In many applications it is important to know whether the amount of fluctuation in a series of observations changes over time. In this article, we investigate different tests for detecting change in the scale of mean-stationary time series.…
Rapidly detecting problems in the quality of care is of utmost importance for the well-being of patients. Without proper inspection schemes, such problems can go undetected for years. Cumulative sum (CUSUM) charts have proven to be useful…
In this paper the asymptotic distribution of the stopping time in Page's sequential cumulative sum (CUSUM) procedure is presented. Page as well as ordinary cumulative sums are considered as detectors for changes in the mean of observations…
We consider semiparametric location-scatter models for which the $p$-variate observation is obtained as $X=\Lambda Z+\mu$, where $\mu$ is a $p$-vector, $\Lambda$ is a full-rank $p\times p$ matrix and the (unobserved) random $p$-vector $Z$…
Sequential change point tests aim at giving an alarm as soon as possible after a structural break occurs while controlling the asymptotic false alarm error. For such tests it is of particular importance to understand how quickly a break is…