Related papers: Adaptive CUSUM Chart for Simultaneous Monitoring o…
Nonparametric control charts that can detect arbitrary distributional changes are highly desirable due to their flexibility to adapt to different distributional assumptions and distributional changes. However, most of such control charts in…
Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…
The Exponentially Weighted Moving Average (EWMA) and Cumulative Sum (CUSUM) control charts have been used in profile monitoring to track drift shifts that occur in a monitored process. We construct Bayesian EWMA and Bayesian CUSUM charts…
Monitoring time-between-events (TBE) data, where the goal is to track the time between consecutive events, has important applications across various fields. Many existing schemes for monitoring multivariate TBE data suffer from inherent…
We show optimality, in a well-defined sense, using cumulative sum (CUSUM) charts for detecting changes in distributions. We consider a setting with multiple changes between two known distributions. This result advocates the use of…
Many extensions and modifications have been made to standard process monitoring methods such as the exponentially weighted moving average (EWMA) chart and the cumulative sum (CUSUM) chart. In addition, new schemes have been proposed based…
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…
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…
Emerging wearable sensors have enabled the unprecedented ability to continuously monitor human activities for healthcare purposes. However, with so many ambient sensors collecting different measurements, it becomes important not only to…
In this paper, we propose a class of monitoring statistics for a mean shift in a sequence of high-dimensional observations. Inspired by the recent U-statistic based retrospective tests developed by Wang et al.(2019) and Zhang et al.(2020),…
A multivariate control chart is designed to monitor process parameters of multiple correlated quality characteristics. Often data on multivariate processes are collected as individual observations, i.e. as vectors one at the time. Various…
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…
The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end,…
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…
We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically…
This paper investigates change-point of variance in panel data models with time series of $\alpha$-mixing. Based on the cumulative sum (CUSUM) method and the individual differences, we construct a CUSUM test for panel data models to detect…
Because of the curse-of-dimensionality, high-dimensional processes present challenges to traditional multivariate statistical process monitoring (SPM) techniques. In addition, the unknown underlying distribution and complicated dependency…
Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…
Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…
Classical quickest change detection algorithms require modeling pre-change and post-change distributions. Such an approach may not be feasible for various machine learning models because of the complexity of computing the explicit…