Under estimated in-control parameters, the Phase II control chart performance is expected to vary among practitioners due to the use of different Phase I data sets. Accordingly, the typical measure of Phase II control chart performance, the average run length (ARL), becomes a random variable. In the literature, control charts with estimated parameters were assessed and the appropriate amounts o...

Surveillance can be based, in some change-point detection problems, on a sequence of invariant statistics. Gordon and Pollak (1997) prove that, under certain conditions, the Average Run Length (ARL) to false alarm of invariance-based Shiryayev-Roberts detection schemes is asymptotically the same as that of the dual classical scheme that is based on the original sequence of observations. In this...

Abstract This study aim to propose a moving average control chart explicit formula based on the Generalized Poisson distribution ( MA GP ) and compare performance of with that Shewhart C ). The run length ARL is used consider performance. results indicated superior for detecting small shifts. Practitioners will find this be accurate as well simple apply use.

We introduce QuantTree Exponentially Weighted Moving Average (QT-EWMA), a novel change-detection algorithm for multivariate datastreams that can operate in nonparametric and online manner. QT-EWMA be configured to yield target Run Length (ARL\(_0\)), thus controlling the expected time before false alarm. Control over alarms has many practical implications is rarely guaranteed by algorithms moni...

I N recent years, statistical process control (SPC) for autocorrelated processes has received a great deal of attention, due in part to the increasing prevalence of autocorrelation in process inspection data. With improvements in measurement and data collection technology, processes can be sampled at higher rates, which often leads to data autocorrelation. It is well known that the run length p...

Count data appears widely in finance, biomedical science, psychology, actuarial insurance, road safety and many other areas of life, it is often multivariate. In this paper, we consider using the multivariate exponentially weighted moving average (MEWMA) control chart method to monitor count under assumption Poisson distribution, which derived by He [1] from another form gamma distribution. We ...

Among the various procedures used to detect potential changes in a stochastic process the moving sum algorithms are very popular due to their intuitive appeal and good statistical performance. One of the important design parameters of a change detection algorithm is the expected interval between false positives, also known as the average run length (ARL). Computation of the ARL usually involves...

This study investigates the statistical process control application for monitoring queue length data in M/G/1 systems. Specifically, we studied the average run length (ARL) characteristics of two different control charts for detecting changes in system utilization. First, the nL chart monitors the sums of successive queue length samples by subgrouping individual observations with sample size n....

In this study, we have conducted comparative analysis between false alarm rate (FAR) and average run length (ARL) based control charts with runs rules. regard, considered various univariate multivariate which include mean, standard deviation, variance, Hotelling, generalized variance. For evaluation purpose, used actual rate, power, in-control length, out-of-control as performance indicators. F...