A Distribution-freeCUSUMChart for Monitoring Variability of AutocorrelatedProcesses
Author:
Affiliation:
1. H. Milton Stewart School of Industrial and Systems Engineering; Georgia Institute of Technology; Atlanta, GA 30332 USA
Publisher
Wiley
Subject
Management Science and Operations Research,Safety, Risk, Reliability and Quality
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/qre.1649/fullpdf
Reference30 articles.
1. Performance of CUSUM control schemes for serially correlated observations;Yashchin;Technometrics,1993
2. A discussion on‘detection of intrusions in information systems by sequential change-point methods’ by Tartakovsky et al.;Kim;Statistical Methodology,2006
3. A distribution-free tabular CUSUM chart for autocorrelated data;Kim;IIE Transactions,2007
4. Monitoring autocorrelated processes using a distribution-free tabular CUSUM chart with automated variance estimation;Lee;IIE Transactions,2009
5. The exponentially weighted moving variance;MacGregor;Journal of Quality Technology,1993
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