Design of control charts for detecting the change point

Yanhong Wu

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Advanced Statistical Process Monitoring Probability and Statistical Research Fault Detection and Control Systems

Abstract

The discrete time change-point detecting problem is considered.The main purpose is to review some accurate approximations for the operating characteristics (ARLQ and ARL\) for three well-known detecting procedures: CUSUM, EWMA, and Shiryayev-Roberts procedures, based on the boundary correction technique.These approximations are shown to be very accurate compared with simulation and numerical values.The results can be used for the design of these control charts.

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1992Introduction to Statistical Quality Control 1954CONTINUOUS INSPECTION SCHEMES 1990Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements 1971Procedures for Reacting to a Change in Distribution 2000Control Chart Tests Based on Geometric Moving Averages 1963On Optimum Methods in Quickest Detection Problems 1966A Comparison of Some Control Chart Procedures 1985A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion

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