Lang, Michael (2024)
Control Limits for an Adaptive Self-Starting Distribution-Free CUSUM Based on Sequential Ranks.
In: Technologies, 2019, 7 (4)
doi: 10.26083/tuprints-00015748
Artikel, Zweitveröffentlichung, Verlagsversion
 | Es ist eine neuere Version dieses Eintrags verfügbar. |
Kurzbeschreibung (Abstract)
Since their introduction in 1954, cumulative sum (CUSUM) control charts have seen a widespread use beyond the conventional realm of statistical process control (SPC). While off-the-shelf implementations aimed at practitioners are available, their successful use is often hampered by inherent limitations which make them not easily reconcilable with real-world scenarios. Challenges commonly arise regarding a lack of robustness due to underlying parametric assumptions or requiring the availability of large representative training datasets. We evaluate an adaptive distribution-free CUSUM based on sequential ranks which is self-starting and provide detailed pseudo-code of a simple, yet effective calibration algorithm. The main contribution of this paper is in providing a set of ready-to-use tables of control limits suitable to a wide variety of applications where a departure from the underlying sampling distribution to a stochastically larger distribution is of interest. Performance of the proposed tabularized control limits is assessed and compared to competing approaches through extensive simulation experiments. The proposed control limits are shown to yield significantly increased agility (reduced detection delay) while maintaining good overall robustness.
| Typ des Eintrags: | Artikel |
|---|---|
| Erschienen: | 2024 |
| Autor(en): | Lang, Michael |
| Art des Eintrags: | Zweitveröffentlichung |
| Titel: | Control Limits for an Adaptive Self-Starting Distribution-Free CUSUM Based on Sequential Ranks |
| Sprache: | Englisch |
| Publikationsjahr: | 16 Januar 2024 |
| Ort: | Darmstadt |
| Publikationsdatum der Erstveröffentlichung: | 2019 |
| Ort der Erstveröffentlichung: | Basel |
| Verlag: | MDPI |
| Titel der Zeitschrift, Zeitung oder Schriftenreihe: | Technologies |
| Jahrgang/Volume einer Zeitschrift: | 7 |
| (Heft-)Nummer: | 4 |
| Kollation: | 19 Seiten |
| DOI: | 10.26083/tuprints-00015748 |
| URL / URN: | https://tuprints.ulb.tu-darmstadt.de/15748 |
| Zugehörige Links: | |
| Herkunft: | Zweitveröffentlichung DeepGreen |
| Kurzbeschreibung (Abstract): | Since their introduction in 1954, cumulative sum (CUSUM) control charts have seen a widespread use beyond the conventional realm of statistical process control (SPC). While off-the-shelf implementations aimed at practitioners are available, their successful use is often hampered by inherent limitations which make them not easily reconcilable with real-world scenarios. Challenges commonly arise regarding a lack of robustness due to underlying parametric assumptions or requiring the availability of large representative training datasets. We evaluate an adaptive distribution-free CUSUM based on sequential ranks which is self-starting and provide detailed pseudo-code of a simple, yet effective calibration algorithm. The main contribution of this paper is in providing a set of ready-to-use tables of control limits suitable to a wide variety of applications where a departure from the underlying sampling distribution to a stochastically larger distribution is of interest. Performance of the proposed tabularized control limits is assessed and compared to competing approaches through extensive simulation experiments. The proposed control limits are shown to yield significantly increased agility (reduced detection delay) while maintaining good overall robustness. |
| Freie Schlagworte: | cumulative sums, distribution-free, nonparametric, sequential ranks, change point detection |
| Status: | Verlagsversion |
| URN: | urn:nbn:de:tuda-tuprints-157489 |
| Sachgruppe der Dewey Dezimalklassifikatin (DDC): | 000 Allgemeines, Informatik, Informationswissenschaft > 004 Informatik 600 Technik, Medizin, angewandte Wissenschaften > 600 Technik |
| Fachbereich(e)/-gebiet(e): | Exzellenzinitiative Exzellenzinitiative > Graduiertenschulen Exzellenzinitiative > Graduiertenschulen > Graduate School of Computational Engineering (CE) |
| Hinterlegungsdatum: | 16 Jan 2024 12:37 |
| Letzte Änderung: | 18 Jan 2024 14:22 |
| PPN: | |
| Export: | |
| Suche nach Titel in: | TUfind oder in Google |
Verfügbare Versionen dieses Eintrags
- Control Limits for an Adaptive Self-Starting Distribution-Free CUSUM Based on Sequential Ranks. (deposited 16 Jan 2024 12:37) [Gegenwärtig angezeigt]
 |
Frage zum Eintrag |
Optionen (nur für Redakteure)
 |
Redaktionelle Details anzeigen |
Drucken
Impressum