A comparative study of self-starting CUSUM control charts for location shifts
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866917805177176064 |
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| author | Bourazas, Konstantinos |
| author_facet | Bourazas, Konstantinos |
| contents | In recent years, self-starting methods have garnered increasing attention in Statistical Process Control and Monitoring (SPC/M), as they offer real-time disorder detection without the need for a calibration phase (Phase I). This study focuses on evaluating parametric self-starting CUSUM-type control charts, specifically the Bayesian Predictive Ratio CUSUM (PRC) developed by Bourazas et al. (2023) and the frequentist alternative self-starting CUSUM proposed by Hawkins and Olwell (1998). The performance of these methods is thoroughly examined through an extensive simulation study under various scenarios involving a change in the mean of Normal data. Additionally, a prior sensitivity analysis for PRC is conducted. The work ands with concluding remarks summarizing the findings. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_12736 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A comparative study of self-starting CUSUM control charts for location shifts Bourazas, Konstantinos Other Statistics In recent years, self-starting methods have garnered increasing attention in Statistical Process Control and Monitoring (SPC/M), as they offer real-time disorder detection without the need for a calibration phase (Phase I). This study focuses on evaluating parametric self-starting CUSUM-type control charts, specifically the Bayesian Predictive Ratio CUSUM (PRC) developed by Bourazas et al. (2023) and the frequentist alternative self-starting CUSUM proposed by Hawkins and Olwell (1998). The performance of these methods is thoroughly examined through an extensive simulation study under various scenarios involving a change in the mean of Normal data. Additionally, a prior sensitivity analysis for PRC is conducted. The work ands with concluding remarks summarizing the findings. |
| title | A comparative study of self-starting CUSUM control charts for location shifts |
| topic | Other Statistics |
| url | https://arxiv.org/abs/2410.12736 |