CUSUM Charts for Signalling Varying Location Shifts
CUSUM Charts for Signalling Varying Location Shifts
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DOI：
10.1080/00224065.2000.11979987
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发表时间：
2000-04
影响因子：
2.5
通讯作者：
R. Sparks
中科院分区：
文献类型：
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作者：
R. Sparks
当未来的偏移未知时，k = 0.5的传统累积和（Cumulative sum，Cumulative sum）通常用作默认的Cumulative sum统计量。在本文中，CIMUM程序的设计是有效的，在一系列未来预期的，但未知的位置转移的信号。建议采取两种办法。第一种方法使用三个同时进行的传统的具有不同重置边界的统计量。这导致平均而言具有若干存储器级别的过程，并且因此比k = 0.5的传统的CANUM更有效地发出更宽范围的位置移位的信号。第二种方法使用自适应的MANUUM统计，不断调整其形式，以便有效地发出与目标值偏差的一步预测。平均运行长度（ARL）用于比较程序的相对性能。几个应用程序被用来说明程序。
The conventional cumulative sum (CUSUM) with k = 0.5 is often used as the default CUSUM statistic when future shifts are unknown. In this paper, CUSUM procedures are designed to be efficient at signalling a range of future expected but unknown location shifts. Two approaches are advocated. The first uses three simultaneous conventional CUSUM statistics with different resetting boundaries. This results in a procedure that has, on average, several levels of memory, and thus signals a broader range of location shifts more efficiently than the conventional CUSUM with k = 0.5. The second uses an adaptive CUSUM statistic that continually adjusts its form to be efficient for signalling a one-step-ahead forecast in deviation from its target value. Average run length (ARL) is used to compare the relative performance of procedures. Several applications are used to illustrate procedures.