Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/54048
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dc.titleA CUSUM scheme for autocorrelated observations
dc.contributor.authorAtienza, O.O.
dc.contributor.authorTang, L.C.
dc.contributor.authorAng, B.W.
dc.date.accessioned2014-06-16T09:26:06Z
dc.date.available2014-06-16T09:26:06Z
dc.date.issued2002-04
dc.identifier.citationAtienza, O.O.,Tang, L.C.,Ang, B.W. (2002-04). A CUSUM scheme for autocorrelated observations. Journal of Quality Technology 34 (2) : 187-199. ScholarBank@NUS Repository.
dc.identifier.issn00224065
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/54048
dc.description.abstractThe cumulative sum (CUSUM) chart is known to be effective at detecting sustained shifts in the process mean. Unfortunately, its performance deteriorates when the process observations are autocorrelated. To eliminate the effect of autocorrelation in monitoring changes in the mean, the CUSUM chart is typically applied on the residuals of the chosen time-series model for the process observations. As an alternative, we develop a CUSUM scheme for detecting a step change in the process mean that directly utilizes the autocorrelated process observations. Analysis shows that the performance of the proposed scheme is very competitive when compared with the Shewhart and CUSUM charts based on residuals.
dc.sourceScopus
dc.subjectAutocorrelation
dc.subjectCumulative sum control charts
dc.subjectStatistical process control
dc.subjectTime series analysis
dc.typeArticle
dc.contributor.departmentINDUSTRIAL & SYSTEMS ENGINEERING
dc.description.sourcetitleJournal of Quality Technology
dc.description.volume34
dc.description.issue2
dc.description.page187-199
dc.description.codenJQUTA
dc.identifier.isiutNOT_IN_WOS
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