کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
418018 681600 2008 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Adaptive CUSUM procedures with Markovian mean estimation
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Adaptive CUSUM procedures with Markovian mean estimation
چکیده انگلیسی

This paper proposes using a Markovian-type mean estimating procedure in the conventional cumulative sum (CUSUM) control scheme to update its reference value in an adaptive way. This generalizes a class of Markovian adaptive CUSUM (ACUSUM) schemes to achieve the aim of providing an overall good performance over a range of future expected but unknown mean shifts. A two-dimensional Markov chain model is developed to analyze the run length performance of the new scheme. A comparison of run length performance of the proposed ACUSUM scheme and other control charts is shown favorable to the former.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 9, 15 May 2008, Pages 4395–4409
نویسندگان
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