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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 1, Fazlollah Lak2
1- Persian Gulf University , monfared2@gmail.com
2- Persian Gulf University
Abstract:   (2392 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 612 kb]   (1267 Downloads)    
Type of Study: Research | Subject: General
Received: 2017/12/8 | Accepted: 2018/11/14 | Published: 2019/03/3
References
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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


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