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CUSUM charts for preliminary analysis of individual observations

机译:CUSUM图表,用于对单个观测值进行初步分析

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摘要

A CUSUM-type chart is developed for the detection of linear trends based on the uniformly most powerful test. This CUSUM chart is compared with several of its alternatives, which are based on the likelihood ratio test and on transformations of standardized recursive residuals. It turns out that the proposed CUSUM chart is not only superior in the detection of linear trend out-of-control conditions, but also in the detection of other out-of-control situations. Approximate control limits determined from simulation and an example are given. (35 refs.)
机译:根据统一最强大的测试,开发了一种CUSUM型图表,用于检测线性趋势。将此CUSUM图表与其几种备选方案进行了比较,这些备选方案基于似然比检验和标准化递归残差的转换。事实证明,所提出的CUSUM图表不仅在检测线性趋势失控条件方面具有优势,而且在检测其他失控情况方面也具有优势。给出了由仿真确定的近似控制极限和一个示例。 (35参考)

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