New brands of joint prosthesis are released for general implantation with limited evidence of their long-term performance in patients. The CUSUM continuous monitoring method is a statistical testing procedure which could be used to provide prospective evaluation of brands as soon as implantation in patients begins and give early warning of poor performance. We describe the CUSUM and illustrate ...

This work examines the problem of sequential detection of a change in the drift of a Brownian motion in the case of two-sided alternatives. Applications to real life situations in which two-sided changes can occur are discussed. Traditionally, 2-CUSUM stopping rules have been used for this problem due to their asymptotically optimal character as the mean time between false alarms tends to $\inf...

Abstract: We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically distribution free under the no change null hypothesis. Even if the observations are independent, the estimation of the scale parameter is not simple since ...

In this paper, we propose to monitor a Markov chain sampler using the cusum path plot of a chosen 1-dimensional summary statistic. We argue that the cusum path plot can bring out, more e ectively than the sequential plot, those aspects of a Markov sampler which tell the user how quickly or slowly the sampler is moving around in its sample space, in the direction of the summary statistic. The pr...

Sigma monitoring is a key component of the real-time integrity verification capability demonstrated by the Stanford University Local Area Augmentation System (LAAS) Ground Facility prototype known as the Integrity Monitor Testbed (IMT). The IMT has both sigma estimation and sigma Cumulative Sum (CUSUM) algorithms to detect small and large sigma violations, respectively. When combined with a pri...

This work compares the performance of all existing 2-CUSUM stopping rules used in the problem of sequential detection of a change in the drift of a Brownian motion in the case of two-sided alternatives. As a performance measure an extended Lorden criterion is used. According to this criterion the optimal stopping rule is an equalizer rule. This paper compares the performance of the modified dri...

Clusters of nosocomial infection often occur undetected, at substantial cost to the medical system and individual patients. We evaluated binary cumulative sum (CUSUM) and moving average (MA) control charts for automated detection of nosocomial clusters. We selected two outbreaks with genotyped strains and used resistance as inputs to the control charts. We identified design parameters for the C...

The multi-chart consists of several CUSUM or EWMA charts with different reference values that are used simultaneously to detect anticipated process changes. We not only prove that the chart can quickly achieve the asymptotic optimal bound, but also give an integral equation to determine the reference values to arrive at optimality. Simulation results are used to verify the theoretical optimal p...

The problem of detecting linear attacks on industrial systems is presented in this paper. object attacked by attack the wireless communication process from sensors to controller with simulated mathematical model (stochastic dynamical and random noises). matrices are calculated ensure that Kullback-Leiber (K-L) algorithm passed. With these matrices, window limited cumulative SUM (WL-CUSUM) finit...