کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5080192 1477564 2014 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Adaptive CUSUM charts for monitoring linear drifts in Poisson rates
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی صنعتی و تولید
پیش نمایش صفحه اول مقاله
Adaptive CUSUM charts for monitoring linear drifts in Poisson rates
چکیده انگلیسی
There has been relatively less attention paid to the monitoring of linear drifts in Poisson rates. Although the conventional CUSUM charts can be used for monitoring linear drifts in Poisson rates, they often rely on the assumption of a known parameter. To get rid of this assumption, this paper develops adaptive CUSUM (ACUSUM) charts for monitoring drifts in Poisson rates. The basic idea is to first estimate the current Poisson mean level and then to dynamically update the likelihood ratio in the CUSUM chart based on the estimated mean. Three different mean estimators based on the exponentially weighted moving average (EWMA) schemes are discussed. The comparison results are shown to favor the ACUSUM chart, especially at small drifts.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: International Journal of Production Economics - Volume 148, February 2014, Pages 14-20
نویسندگان
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