We investigate the asymptotic behavior of the OLS residual{based CUSUM test for parameter constancy in a dynamic regression with heavy{tailed disturbances. We extend previous results by relaxing the nite{variance assumption and consider disturbances in the domain of attraction of a stable Paretian law. The main result is a functional limit theorem for the self{normalizing CUSUMs of OLS residual...

Dendrometers are devices, which measure continuously the stem radius of a tree. In this work, we studied the use of cumulative sum (CUSUM) charts for automatically and, thus, objectively determining the onset and cessation dates of radial increase based on dendrometer data. We used data measured in two forest stands in southern Finland to demonstrate the idea and to test the performance of the ...

Hurwitz found the Fourier expansion of the Bernoulli polynomials over a century ago. In general, Fourier analysis can be fruitfully employed to obtain properties of the Bernoulli polynomials and related functions in a simple manner. In addition, applying the technique of Möbius inversion from analytic number theory to Fourier expansions, we derive identities involving Bernoulli polynomials, Ber...

excellence is the driving force when preparing a competent physician; thus, the quality of an anesthesiology residency training program is a pivotal determinant of the quality of patient care. Pressure to increase accountability during resident training and restricted duty hours have forced a change from traditional training by apprenticeship to a more rigid system. The anesthesiology resident ...

The sensitivity of four tests on Shewhart type Q-eharis and of specially designed EWMA and CUSUM Q-eharts to detect one-step permanent shifts of either a normal mean or standard deviation has been studied. The usual test that signals for one point beyond three standard deviations on a Shewhart chart is found to have poor sensitivity, generally. The test that signals when four out of five consec...

This work examines the problem of sequential change detection in the constant drift of a Brownian motion in the case of multiple alternatives. As a performance measure an extended Lorden’s criterion is proposed. When the possible drifts, assumed after the change, have the same sign, the CUSUM rule, designed to detect the smallest in absolute value drift, is proven to be the optimum. If the drif...

The accuracy of the measurement system is vital for reliable process monitoring using statistical control charts. applied chart’s effectiveness depends on system's performance. Measurement uncertainty can lead to incorrect decisions like unnecessary stops or failure intervene. In this paper, we investigated effect errors performance four well-established combined charts mean normally distribute...

the principal aim of this paper is to serve the numerical solution of an integral-algebraic equation (iae) by using the bernoulli polynomials and the residual correction method. after implementation of our scheme, the main problem would be transformed into a system of algebraic equations such that its solutions are the unknown bernoulli coefficients. thismethod gives an analytic solution when t...

In this paper we consider the problem of testing for parameter changes in ARIMA models based on the cusum test. The proposed test procedure is applicable to testing for the change from stationary models to nonstationary models, and vice versa. The idea is to transform the time series via differencing to make the whole time series as a combination of stationary subseries. For this task, we propo...

Cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts are commonly used to detect small changes in the parameters of production processes. Recently, a new control structure was introduced, named as mixed EWMA–CUSUM control chart, which combined both charts. The current study provides a detailed comparison of these three types of control charts when the process p...