Comparison of the cuscore, glrt and cusum control charts for detecting a dynamic mean change

Annals of the Institute of Statistical Mathematics

Volumn 57, Issue 3, 2005, Pages 531-552

  Han, Dong ^a   Tsung, Fugee ^b  

^a SHANGHAI JIAO TONG UNIVERSITY   (China)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Average run length; Change point detection; Statistical process control

Indexed keywords

AVERAGE RUN LENGTH; CHANGE POINT DETECTION; CUMULATIVE SCORE (CUSCORE); GENERALIZED LIKELIHOOD RATIO TEST (GLRT);

FEEDBACK CONTROL; PERFORMANCE; STATISTICAL PROCESS CONTROL; TIME VARYING CONTROL SYSTEMS;

CONTROL THEORY;

EID: 29344454901     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/BF02509238     Document Type: Article

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