Statistics Seminar :: CUSUM charts for preliminary analysis of individual observations

GUEST LECTURER
Dr. Alex J. Koning

AFFILIATION
Erasmus University Rotterdam

ABSTRACT
A preliminary Cusum chart based on individual observations is developed from
the uniformly most powerful test for the detection of linear trends. 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 on which for instance the Q-chart methodology is based. 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 considered in this paper. Approximate control
limits, determined from simulation, and an example of its use in practice
are given for the proposed Cusum chart. (Joint work with Ronald Does,
University of Amsterdam).

DATE & TIME
Wednesday, October 06, 2004 -- 1:00 PM

DURATION
1 hour

LOCATION
228 ISyE Main Building

CONTACT PERSON
roshan@isye.gatech.edu