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:: Volume 15, Issue 1 (9-2018) ::
JSRI 2018, 15(1): 99-117 Back to browse issues page
Finding True Change Point When a CUSUM Control Chart is Used
Mohammad Esmaeil Dehghan Monfared *, Fazlollah Lak
Persian Gulf University , monfared2@gmail.com
Abstract:   (522 Views)
In this paper, it is assumed that the mean of a normal process is monitored by a CUSUM control chart. When the control chart triggers a signal and declares that the process has gone out of control, a search process is started to find the time of change and the causes of going the process out of control. Several methods (plans) for finding the true (real) change point is proposed. It is shown that the plans which are based on the likelihood of the points in time perform better.
Keywords: MLE, change point, CUSUM chart.‎
Full-Text [PDF 235 kb]   (91 Downloads)    
Type of Study: Research | Subject: General
Received: 2017/12/8 | Accepted: 2018/11/14 | Published: 2019/03/3
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Dehghan Monfared M E, Lak F. Finding True Change Point When a CUSUM Control Chart is Used. JSRI. 2018; 15 (1) :99-117
URL: http://jsri.srtc.ac.ir/article-1-292-en.html


Volume 15, Issue 1 (9-2018) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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