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Exact Average Run Lengths for Monitoring Poisson Counts
Communications in Statistics - Theory and Methods, 2014Control charts are widely employed in public health surveillance. One use is as an aid in monitoring rare health events. A chart is designed to exhibit acceptable average run lengths both when the process is in and out of control. Thus, the chart provides a real-time assessment of the situation.
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Computational Statistics & Data Analysis, 1999
Cuscore charts have recently been proposed as a statistical process monitoring tool designed to cope with situations in which special kinds of signals are feared a priori because they are known to affect the particular system being monitored. This paper provides algorithms to compute average run lengths and corresponding run length probability ...
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Cuscore charts have recently been proposed as a statistical process monitoring tool designed to cope with situations in which special kinds of signals are feared a priori because they are known to affect the particular system being monitored. This paper provides algorithms to compute average run lengths and corresponding run length probability ...
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Average run lengths for cusum control charts applied to residuals
Communications in Statistics - Theory and Methods, 1995A common approach to building control charts for autocorrelated data is to apply classical SPC to the residuals from a time series model of the process. However, Shewhart charts and even CUSUM charts are less sensitive to small shifts in the process mean when applied to residuals than when applied to independent data.
George C. Runger +2 more
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Study of average run lengths for supplementary runs rules in the presence of autocorrelation
Communications in Statistics - Simulation and Computation, 1994The basic assumption underlying statistical control chart criteria is that the process measurements are independent and identically distributed over time. However, autocorrelation and other time-series effects occur frequently in application. In this paper, the effects of autocorrelation are investigated for the frequently advocated supplementary runs ...
Alwan, Layth C. +2 more
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EXPLICIT FORMULA OF AVERAGE RUN LENGTH OF MOVING AVERAGE CONTROL CHART FOR POISSON INMA(1) PROCESS
Advances and Applications in Statistics, 2018Summary: Average run length (ARL) is widely used for measuring the performance of a control chart. In this work, the objective is to prove the ARL explicit formulas of the moving average control chart (MA chart) for the Poisson integer-valued moving average of order 1 (PoiINMA(1)). By comparing the accuracy of the ARL explicit formulas with that of the
Sukparungsee, Saowanit +2 more
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Algorithm AS 258: Average Run Lengths for Cumulative Sum Schemes
Applied Statistics, 1990CUSUM schemes are most commonly characterized by the average run length (ARL). The algorithms described here calculate ARLs for one- or two-sided CUSUM schemes.
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Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed
Technometrics, 1985Page (1954) originally noted that it is possible to find an integral equation whose solution gives average run lengths for one-sided CUSUM schemes. Lucas and Crosier (1982), for the case of normally distributed observations, have obtained numerical solutions to Page's integral equation and used these in their study of so called fast-initial-response ...
Stephen Vardeman, Di-ou Ray
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AVERAGE RUN LENGTH COMPUTATION OF ARMA CHARTS FOR STATIONARY PROCESSES
Communications in Statistics - Simulation and Computation, 2001The ARMA chart is a unified family of statistical process control techniques proposed in [1] for monitoring the mean level of stationary processes. Based on simulation studies, the ARMA chart has been shown to be comparable to the optimal EWMA chart for monitoring IID processes and outperform other conventional charts proposed for monitoring ...
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Average Run Length Performance of Shewhart Control Charts with Interpretation Rules
2006 IEEE International Conference on Industrial Informatics, 2006The most popular tool used in the industry for monitoring the process mean is the Shewhart control chart. The major disadvantage of the Shewhart control chart is that it is not very efficient in detecting the small changes in the process mean. In order to make the Shewhart chart more efficient to detect the small changes in the process mean additional ...
Abdul Jamali, Li JinLin, Muhammad Durad
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