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Applications: CUSUM Charts for AR1 Data: are they worth the Effort?
Author(s) -
Sparks Ross S.
Publication year - 2000
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/1467-842x.00105
Subject(s) - cusum , autocorrelation , statistics , mathematics , econometrics , shewhart individuals control chart , control chart , computer science , ewma chart , process (computing) , operating system
The conventional one‐sided CUSUM procedure is extended for controlling autocorrelated data which are approximately AR1. The performances of these procedures are compared using simulation studies and the average run length as a criterion. Also these procedures are compared to two versions of Shewhart individual charts. Two applications are considered.