IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v52y2008i9p4395-4409.html
   My bibliography  Save this article

Adaptive CUSUM procedures with Markovian mean estimation

Author

Listed:
  • Shu, Lianjie
  • Jiang, Wei
  • Wu, Zhang

Abstract

This paper proposes using a Markovian-type mean estimating procedure in the conventional cumulative sum (CUSUM) control scheme to update its reference value in an adaptive way. This generalizes a class of Markovian adaptive CUSUM (ACUSUM) schemes to achieve the aim of providing an overall good performance over a range of future expected but unknown mean shifts. A two-dimensional Markov chain model is developed to analyze the run length performance of the new scheme. A comparison of run length performance of the proposed ACUSUM scheme and other control charts is shown favorable to the former.

Suggested Citation

  • Shu, Lianjie & Jiang, Wei & Wu, Zhang, 2008. "Adaptive CUSUM procedures with Markovian mean estimation," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4395-4409, May.
  • Handle: RePEc:eee:csdana:v:52:y:2008:i:9:p:4395-4409
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(08)00090-X
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhou, Qin & Luo, Yunzhao & Wang, Zhaojun, 2010. "A control chart based on likelihood ratio test for detecting patterned mean and variance shifts," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1634-1645, June.
    2. Su, Yan & Shu, Lianjie & Tsui, Kwok-Leung, 2011. "Adaptive EWMA procedures for monitoring processes subject to linear drifts," Computational Statistics & Data Analysis, Elsevier, vol. 55(10), pages 2819-2829, October.
    3. Lee, Pei-Hsi, 2011. "Adaptive R charts with variable parameters," Computational Statistics & Data Analysis, Elsevier, vol. 55(5), pages 2003-2010, May.
    4. Wu, Zhang & Yang, Mei & Jiang, Wei & Khoo, Michael B.C., 2008. "Optimization designs of the combined Shewhart-CUSUM control charts," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 496-506, December.
    5. Pei-Hsi Lee & Yi-Hsien Huang & Tsen-I Kuo & Ching-Cheng Wang, 2013. "The effect of the individual chart with variable control limits on the river pollution monitoring," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(4), pages 1803-1812, June.
    6. Sánchez, Ismael, 2015. "Adaptive EWMA Control Charts with a Time Varying Smoothing Parameter," DES - Working Papers. Statistics and Econometrics. WS ws1507, Universidad Carlos III de Madrid. Departamento de Estadística.
    7. Zhang, Jiujun & Li, Zhonghua & Wang, Zhaojun, 2010. "A multivariate control chart for simultaneously monitoring process mean and variability," Computational Statistics & Data Analysis, Elsevier, vol. 54(10), pages 2244-2252, October.
    8. Luo, Yunzhao & Li, Zhonghua & Wang, Zhaojun, 2009. "Adaptive CUSUM control chart with variable sampling intervals," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2693-2701, May.
    9. Zhang, Min & Nie, Guohua & He, Zhen, 2014. "Performance of cumulative count of conforming chart of variable sampling intervals with estimated control limits," International Journal of Production Economics, Elsevier, vol. 150(C), pages 114-124.
    10. Maravelakis, Petros E. & Castagliola, Philippe, 2009. "An EWMA chart for monitoring the process standard deviation when parameters are estimated," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2653-2664, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:52:y:2008:i:9:p:4395-4409. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.