Residential College | false |
Status | 已發表Published |
Adaptive CUSUM Charts for Monitoring Linear Drifts in Poisson Rates | |
Feng He1; Lianjie Shu2; Kwok-Leung Tsui3 | |
2014-02 | |
Source Publication | International Journal of Production Economics |
ABS Journal Level | 3 |
ISSN | 0925-5273 |
Volume | 148Pages:14-20 |
Abstract | There has been relatively less attention paid to the monitoring of linear drifts in Poisson rates. Although the conventional CUSUM charts can be used for monitoring linear drifts in Poisson rates, they often rely on the assumption of a known parameter. To get rid of this assumption, this paper develops adaptive CUSUM (ACUSUM) charts for monitoring drifts in Poisson rates. The basic idea is to first estimate the current Poisson mean level and then to dynamically update the likelihood ratio in the CUSUM chart based on the estimated mean. Three different mean estimators based on the exponentially weighted moving average (EWMA) schemes are discussed. The comparison results are shown to favor the ACUSUM chart, especially at small drifts. |
Keyword | Change-point Detection Statistical Process Control Linear Drift Poisson Distribution |
DOI | 10.1016/j.ijpe.2013.11.004 |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Engineering ; Operations Research & Management Science |
WOS Subject | Engineering, Industrial ; Engineering, Manufacturing ; Operations Research & Management Science |
WOS ID | WOS:000331506100002 |
Scopus ID | 2-s2.0-84890840834 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT |
Corresponding Author | Lianjie Shu |
Affiliation | 1.Department of Statistics and Actuarial Science, University of Waterloo, Canada 2.Faculty of Business Administration, University of Macau, Macau 3.Department of Systems Engineering and Engineering Management, City University of Hong Kong, Kowloon, Hong Kong |
Corresponding Author Affilication | Faculty of Business Administration |
Recommended Citation GB/T 7714 | Feng He,Lianjie Shu,Kwok-Leung Tsui. Adaptive CUSUM Charts for Monitoring Linear Drifts in Poisson Rates[J]. International Journal of Production Economics, 2014, 148, 14-20. |
APA | Feng He., Lianjie Shu., & Kwok-Leung Tsui (2014). Adaptive CUSUM Charts for Monitoring Linear Drifts in Poisson Rates. International Journal of Production Economics, 148, 14-20. |
MLA | Feng He,et al."Adaptive CUSUM Charts for Monitoring Linear Drifts in Poisson Rates".International Journal of Production Economics 148(2014):14-20. |
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