Residential College | false |
Status | 已發表Published |
An adaptive CUSUM procedure for signaling process variance changes of unknown sizes | |
Lianjie S.1; Hang-Fai Y.1; Wei J.2 | |
2010-01 | |
Source Publication | Journal of Quality Technology |
ISSN | 0022-4065 |
Volume | 42Issue:1Pages:69-85 |
Other Abstract | Similar to the CUSUM location chart, the traditional CUSUM dispersion chart can be designed to optimize the detection of specified variance changes. However, this optimality property requires that the magnitude of the out-of-control variance is known exactly a priori. To get away from this requirement, this paper suggests an adaptive CUSUM procedure for signaling changes in the process variance of unknown sizes. The basic idea is to first estimate the current process variance and then dynamically adjust the CUSUM chart to match the variance estimate. A two-dimensional Markov chain model is developed to analyze the chart performance. The comparison results with the traditional CUSUM dispersion chart and other competitive procedures favor the proposed one. |
Keyword | Change-point Detection Dispersion Chart Markov Chain Statistical Process Control |
DOI | 10.1080/00224065.2010.11917807 |
URL | View the original |
Indexed By | SSCI |
Language | 英語English |
WOS Research Area | Engineering ; Mathematics ; Operations Research & Management Science |
WOS Subject | Engineering, Industrial ; Operations Research & Management Science ; Statistics & Probability |
WOS ID | WOS:000273411700006 |
The Source to Article | Scopus |
Scopus ID | 2-s2.0-79951859294 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT |
Affiliation | 1.Univ Macau, Fac Business Adm, Taipa, Peoples R China 2.Hong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Hong Kong, Hong Kong, Peoples R China |
First Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Lianjie S.,Hang-Fai Y.,Wei J.. An adaptive CUSUM procedure for signaling process variance changes of unknown sizes[J]. Journal of Quality Technology, 2010, 42(1), 69-85. |
APA | Lianjie S.., Hang-Fai Y.., & Wei J. (2010). An adaptive CUSUM procedure for signaling process variance changes of unknown sizes. Journal of Quality Technology, 42(1), 69-85. |
MLA | Lianjie S.,et al."An adaptive CUSUM procedure for signaling process variance changes of unknown sizes".Journal of Quality Technology 42.1(2010):69-85. |
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