相关论文: Nonparametric Adaptive CUSUM Chart for Detecting A…

Simultaneously monitoring changes in both the mean and variance is a fundamental problem in Statistical Process Control, and numerous methods have been developed to address it. However, many existing approaches face notable limitations:…

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…

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…

In this paper, we propose an new the CUSUM sequential test (control chart, stopping time) with the observation-adjusted control limits (CUSUM-OAL) for monitoring quickly and adaptively the change in distribution of a sequential…

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…

Cumulative sum (CUSUM) charts are typically used to detect changes in a stream of observations e.g. shifts in the mean. Usually, after signalling, the chart is restarted by setting it to some value below the signalling threshold. We propose…

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…

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…

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 problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…

The classic N p chart gives a signal if the number of successes in a sequence of inde- pendent binary variables exceeds a control limit. Motivated by engineering applications in industrial image processing and, to some extent, financial…

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 paper deals with phase II, univariate, statistical process control when a set of in-control data is available, and when both the in-control and out-of-control distributions of the process are unknown. Existing process control…

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…

This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on…

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…

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.…

We present a distribution-free CUSUM procedure designed for online change detection in a time series of low-rank images, particularly when the change causes a mean shift. We represent images as matrix data and allow for temporal dependence,…

This paper addresses the problem of detecting changes when only unnormalized pre- and post-change distributions are accessible. This situation happens in many scenarios in physics such as in ferromagnetism, crystallography,…

In the problem of quickest change detection, a change occurs at some unknown time in the distribution of a sequence of random vectors that are monitored in real time, and the goal is to detect this change as quickly as possible subject to a…