CUSUM control schemes for Gaussian processes

Statistical Papers

Volumn 38, Issue 2, 1997, Pages 191-217

  Schmid, W ^a  

^a EUROPEAN UNIVERSITY VIADRINA   (Germany)

Author keywords

CUSUM chart; EWMA chart; Quality control; Run length; Time series

Indexed keywords

EID: 0642372513     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf02925223     Document Type: Article

References (18)

1. Alwan, L.C. (1992). Effects of autocorrelation on control chart performance. Comm. Stat. Theory Meth., 21 (4), 1025-1049.
2. Bagshaw, M.; Johnson, R.A. (1975). The effect of serial correlation on the performance of CUSUM tests II. Technometrics 17 (1), 73-80.
3. Brockwell, P.J.; Davis, R.A. (1991). Time Series Analysis. Springer - Verlag, New York.
4. Brook, D.; Evans, D.A. (1972). An approach to the probability distribution of cusum run length. Biometrika 59 (3), 539-549.
5. Harris, T.J.; Ross, W.H. (1991). Statistical process control procedures for correlated observations. Canadian J. Chemical Engineering 69, 48-57.
6. Johnson, R.A.; Bagshaw, M. (1974). The effect of serial correlation on the performance of CUSUM tests. Technometrics 16 (1), 103-112.
7. Lu, C.W.; Reynolds, M.R. (1995). Control charts based on residuals for monitoring autocorrelated processes. Technical Report. Virginia State University, Blacksburg.
8. Lucas, J.M.; Croisier, R.B. (1982). Fast initial response for CUSUM quality control schemes: give your CUSUM a head start. Technometrics 24 (3), 199-205.
9. Lucas, J.M.; Saccucci, M.S. (1990). Exponentially weighted moving average control schemes: properties and enhancements. Technometrics 32 (1), 1-12.
10. Maragah, H.D.; Woodall, W.H. (1992). The effect of autocorrelation on the retrospective x̄ - chart. J. Statist. Comput. Simula. 40, 29-42.
11. Nikiforov, I. (1986). Sequential detection of changes in time series properties based on a modified cumulative sum algorithm. In: Detection of Changes in Random Processes, Ed. Telksnys, L., 142-150, Optimization Software, New York.
12. Page, E.S. (1954). Continuous inspection schemes. Biometrika 41, 1954.
13. Schmid, W. (1995a). On the run length of a Shewhart chart for correlated data. Statistical Papers 36, 111-130.
14. Schmid, W. (1995b). On EWMA charts for time series. To appear in Frontiers of Statistical Quality Control, Eds. Lenz, H.-J. und Wilrich, P.-Th..
15. Tseng, S.; Adams, B.M. (1994). Monitoring autocorrelated processes with an exponentially weighted moving average forecast. J. Statist. Comput. Simul.. 50, 187-195.
16. Vasilopoulos, A.V.; Stamboulis, A.P. (1978). Modification of control chart limits in the presence of data correlation. J. Quality Technology 10 (1), 20-30.
17. Wardell, D.G., Moskowitz, H. and Plante, R.D. (1994). Run length distributions of special - cause control charts for correlated processes. Technometrics 36, 3-17.
18. Yashchin, E. (1993). Performance of CUSUM control charts for serially correlated observations. Technometrics 35 (1), 37-52.