The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change
Author:
Affiliation:
1. School of Mathematical Sciences, Shanghai Jiao Tong University, Shanghai, People's Republic of China
2. Department of Statistics, C. K. Tedam University of Technology and Applied Sciences, Navrongo, Ghana
Funder
National Basic Research Program of China
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/02664763.2020.1870670
Reference45 articles.
1. The AutoregressiveT2 Chart for Monitoring Univariate Autocorrelated Processes
2. A sequential procedure for multihypothesis testing
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4. Practical Design of Generalized Likelihood Ratio Control Charts for Autocorrelated Data
5. Monitoring Process Mean and Variability with One EWMA Chart
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