Markov Chain Approximation to the Performance of Adaptive CUSUM Procedures

doi:10.1109/IEEM.2008.4737865

UM > Faculty of Business Administration > DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT

Residential College	false
Status	已發表Published
	Markov Chain Approximation to the Performance of Adaptive CUSUM Procedures
	L. J. Shu1 ; W. Jiang 2; Z. Wu 3
	2008-11
Conference Name	2008 IEEE International Conference on Industrial Engineering and Engineering Management
Source Publication	2008 IEEE International Conference on Industrial Engineering and Engineering Management
Pages	229-233
Conference Date	8-11 Dec. 2008
Conference Place	Singapore
Abstract	This paper proposes using a Markoviantype 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 comparison of run length performance of the proposed ACUSUM scheme and other control charts is shown favorable to the former.
Keyword	Statistical Process Control Average Run Length Ewma
DOI	10.1109/IEEM.2008.4737865
Language	英語English
WOS Research Area	Business & Economics ; Engineering ; Operations Research & Management Science
WOS Subject	Business ; Economics ; Engineering, Industrial ; Management ; Operations Research & Management Science
WOS ID	WOS:000269126600045
Scopus ID	2-s2.0-62749087772
Fulltext Access	View Full-Text via DOI View Full-Text via Web of Science
Citation statistics
Document Type	Conference paper
Collection	DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT
Affiliation	1.Faculty of Business Administration, University of Macau, Taipa, Macau 2.Department of Systems Engineering & Engineering Management, Stevens Institute of Technology, NJ, USA 3.Division of Systems and Engineering Management, Nanyang Technological University, Singapore
First Author Affilication	Faculty of Business Administration
Recommended Citation GB/T 7714	L. J. Shu,W. Jiang,Z. Wu. Markov Chain Approximation to the Performance of Adaptive CUSUM Procedures[C], 2008, 229-233.
APA	L. J. Shu., W. Jiang., & Z. Wu (2008). Markov Chain Approximation to the Performance of Adaptive CUSUM Procedures. 2008 IEEE International Conference on Industrial Engineering and Engineering Management, 229-233.

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