Related papers: Bayesian EWMA and CUSUM Control Charts Under Diffe…
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…
An alternative to extrinsic information transfer (EXIT) charts called mean squared error (MSE) charts that use a measure related to the MSE instead of mutual information is proposed. Using the relationship between mutual information and…
Monitoring of project performance is a crucial task of project managers that significantly affect the project success or failure. Earned Value Management (EVM) is a well-known tool to evaluate project performance and effective technique for…
The most popular tool used in the industry for monitoring a process is the Shewhart control chart. The major disadvantage of the Shewhart control chart is that it is not very efficient in detecting small process average shifts. To increase…
We establish a simple connection between certain in-control characteristics of the CUSUM Run Length and their out-of-control counterparts. The connection is in the form of paired integral (renewal) equations. The derivation exploits Wald's…
The memory-type control charts, such as EWMA and CUSUM, are powerful tools for detecting small quality changes in univariate and multivariate processes. Many papers on economic design of these control charts use the formula proposed by…
Intuitive human-machine interfaces may be developed using pattern classification to estimate executed human motions from electromyogram (EMG) signals generated during muscle contraction. The continual use of EMG-based interfaces gradually…
Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…
During the recent years there was an increased interest in studying the performance of different types of control charts, under various distributional models for continuous proportions, such as percentages and rates. In this work we…
An aspect of interest in surveillance of diseases is whether the survival time distribution changes over time. By following data in health registries over time, this can be monitored, either in real time or retrospectively. With relevant…
This paper develops non-parametric rotation invariant CUSUMs suited to the detection of changes in the mean direction as well as changes in the concentration parameter of angular data. The properties of the CUSUMs are illustrated by…
As the complexity of production processes increases, the diversity of data types drives the development of network monitoring technology. This paper mainly focuses on an online algorithm to detect serially correlated directed networks…
Standard Control Chart techniques to detect level shift in data streams assume independence between observations. As data today is collected with high frequency, this assumption is seldom valid. To overcome this, we propose to adapt the…
CUSUMs based on the signed sequential ranks of observations are developed for detecting location and scale changes in symmetric distributions. The CUSUMs are distribution free and fully self-starting: given a specified in-control median and…
Control charts are important tools to monitor quality of products. One of useful applications is to monitor the proportion of non-conforming products. However, in practical applications, measurement error is ubiquitous and may occur due to…
This note introduces a new Bayesian control chart to compare two processes by monitoring the ratio of their percentiles under Weibull assumption. Both in-control and out-of-control parameters are supposed unknown. The chart analyses the…
We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…
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…
This work presents a Bayesian approach for the estimation of Beta Autoregressive Moving Average ($\beta$ARMA) models. We discuss standard choice for the prior distributions and employ a Hamiltonian Monte Carlo algorithm to sample from the…
We study Bayesian linear regression models with skew-symmetric scale mixtures of normal error distributions. These kinds of models can be used to capture departures from the usual assumption of normality of the errors in terms of heavy…