相关论文: A nonparametric CUSUM control chart based on the M…
Classical statistical process control often relies on univariate characteristics. In many contemporary applications, however, the quality of products must be characterized by some functional relation between a response variable and its…
We consider the testing and estimation of change-points -- locations where the distribution abruptly changes -- in a data sequence. A new approach, based on scan statistics utilizing graphs representing the similarity between observations,…
This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large class of multivariate linear processes (including vector…
Monitoring binomial proportions across multiple independent streams is a critical challenge in Statistical Process Control (SPC), with applications from manufacturing to cybersecurity. While EWMA charts offer sensitivity to small shifts,…
The aim of this paper is to develop a change-point test for functional time series that uses the full functional information and is less sensitive to outliers compared to the classical CUSUM test. For this aim, the Wilcoxon two-sample test…
In this paper we consider change-points in multiple sequences with the objective of minimizing the estimation error of a sequence by making use of information from other sequences. This is in contrast to recent interest on change-points in…
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…
The monitoring of serially independent or autocorrelated count processes is considered, having a Poisson or (negative) binomial marginal distribution under in-control conditions. Utilizing the corresponding Stein identities, exponentially…
Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…
The Mann-Whitney effect is an effect measure for the order of two sample-specific outcome variables. It has the interpretation of a probability and also a connection to the area under the ROC curve. In the literature it has been considered…
The cumulative sum (CUSUM) process is often used in change point analysis to detect changes in the mean of sequentially observed data. We provide a full description of the asymptotic distribution of $L^p, 1\leq p <\infty$, functionals of…
To maintain the desired quality of a product or service it is necessary to monitor the process that results in the product or service. This monitoring method is called Statistical Process Management, or Statistical Process Control. It is in…
A new class of change point test statistics is proposed that utilizes a weighting and trimming scheme for the cumulative sum (CUSUM) process inspired by R\'enyi (1953). A thorough asymptotic analysis and simulations both demonstrate that…
We derive tests of stationarity for univariate time series by combining change-point tests sensitive to changes in the contemporary distribution with tests sensitive to changes in the serial dependence. The proposed approach relies on a…
In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…
Many experiments record sequential trajectories where each trajectory consists of oscillations and fluctuations around zero. Such trajectories can be viewed as zero-mean functional data. When there are structural breaks (on the sequence of…
It is well known that the conventional cumulative sum (CUSUM) test suffers from low power and large detection delay. In order to improve the power of the test, we propose two alternative statistics. The backward CUSUM detector considers the…
We consider the problem of change-point estimation of the instantaneous phase of an observed time series. Such change points, or phase shifts, can be markers of information transfer in complex systems; their analysis occurring in geology,…
We propose a new unsupervised and non-parametric method to detect change points in intricate quasi-periodic signals. The detection relies on optimal transport theory combined with topological analysis and the bootstrap procedure. The…
The problem of quickest change detection is studied in the context of detecting an arbitrary unknown mean-shift in multiple independent Gaussian data streams. The James-Stein estimator is used in constructing detection schemes that exhibit…