Performance of cusum charts from the viewpoint of change-point estimation in the presence of autocorrelation

Quality and Reliability Engineering International

Volumn 12, Issue 1, 1996, Pages 3-8

  Nishina, Ken ^a,b,c   Peng Hsiung, Wang ^a,c,d  

^a NAGOYA INSTITUTE OF TECHNOLOGY   (Japan)

^b TOKYO INSTITUTE OF TECHNOLOGY   (Japan)

^c Tokyo Institute of Technology ^*

^d Takano Co

Author keywords

AR(1) model; Autocorrelation; Change point estimation; Cusum chart; Two dimensional Markov process

Indexed keywords

CORRELATION METHODS; ESTIMATION; MARKOV PROCESSES; MATHEMATICAL MODELS; PERFORMANCE; PROCESS CONTROL; STATISTICS;

AUTOCORRELATION; CHANGE POINT ESTIMATION; CUSUM CHART; FIRST ORDER AUTOREGRESSIVE MODEL; TWO DIMENSIONAL MARKOV PROCESS;

RELIABILITY;

EID: 0029771188     PISSN: 07488017     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-1638(199601)12:1<3::aid-qre969>3.0.co;2-r     Document Type: Article

References (11)

1. ISO 7870, Control Charts - General Guide and Introduction, 1993.
2. ISO/DTR 7871, Guide to Quality Control Data Analysis using Cusum Techniques, 1993.
3. P. L. Goldsmith and H. Whitfield, 'Average run length in cumulative sum control schemes', Technometrics, 3, (1), 11-20 (1961).
4. R. A. Johnson and M. Bagshow, 'The effects of serial correlation on the performance of cusum tests', Technometrics, 16, (1), 103-112 (1974).
5. M. Bagshow and R. A. Johnson, 'The effects of serial correlation on the performance of cusum tests IT', Technometrics, 17, (1), 73-80 (1975).
6. E. Yashchin, 'Performance of CUSUM control schemes for serially correlated observations', Technometrics, 35, (1), 37-52 (1993).
7. K. Nishina, 'A comparison of control charts from the viewpoint of change-point estimation', Quality and Reliability Eng. Inter., 8, (6), 537-541 (1992).
8. E. S. Page, 'Continuous inspection schemes', Biometrika, 41, 100-115 (1954).
9. K. Nishina, 'Estimation of the change-point from cumulative sum test', Rep. Stat. Appi Res., Juse, 33, (4), 1-14 (1986).
10. A. L. Goel and S. M. Wu, 'Determination of ARL and a contour nomogram for cusum charts to control normal mean', Technometrics, 13, (2), 221-230 (1971).
11. T. J. Harris and W. H. Ross, 'Statistical process control procedures for correlated observations', The Canadian Journal of Chemical Engineering, 69, (February), 48-57 (1991).