TY - JOUR
T1 - A distribution-free tabular CUSUM chart for autocorrelated data
AU - Kim, Seong-Hee
AU - Alexopoulos, Christos
AU - Tsui, Kwok-Leung
AU - Wilson, James R.
PY - 2007/3
Y1 - 2007/3
N2 - A distribution-free tabular CUSUM chart called DFTC is designed to detect shifts in the mean of an autocorrelated process. The chart's Average Run Length (ARL) is approximated by generalizing Siegmund's ARL approximation for the conventional tabular CUSUM chart based on independent and identically distributed normal observations. Control limits for DFTC are computed from the generalized ARL approximation. Also discussed are the choice of reference value and the use of batch means to handle highly correlated processes. The performance of DFTC compared favorably with that of other distribution-free procedures in stationary test processes having various types of autocorrelation functions as well as normal or nonnormal marginals.
AB - A distribution-free tabular CUSUM chart called DFTC is designed to detect shifts in the mean of an autocorrelated process. The chart's Average Run Length (ARL) is approximated by generalizing Siegmund's ARL approximation for the conventional tabular CUSUM chart based on independent and identically distributed normal observations. Control limits for DFTC are computed from the generalized ARL approximation. Also discussed are the choice of reference value and the use of batch means to handle highly correlated processes. The performance of DFTC compared favorably with that of other distribution-free procedures in stationary test processes having various types of autocorrelation functions as well as normal or nonnormal marginals.
KW - Autocorrelated data average run length
KW - Distribution-free statistical methods
KW - Statistical process control
KW - Tabular CUSUM chart
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U2 - 10.1080/07408170600743946
DO - 10.1080/07408170600743946
M3 - RGC 21 - Publication in refereed journal
SN - 0740-817X
VL - 39
SP - 317
EP - 330
JO - IIE Transactions (Institute of Industrial Engineers)
JF - IIE Transactions (Institute of Industrial Engineers)
IS - 3
ER -