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 drift...

In this work, we aim to provide a new and efficient recursive detection method for temporarily monitored signals. Motivated by the case of propagation an event over field sensors, assumed that change in statistical properties signals can only be temporary. Unfortunately, our best knowledge, existing simple techniques such as ones based on cumulative sum (CUSUM) do not consider temporary aspect ...

The control chart is a very popular tool of statistical process control. It is used to determine the existence of special cause variation to remove it so that the process may be brought in statistical control. Shewhart-type control charts are sensitive for large disturbances in the process, whereas cumulative sum (CUSUM)–type and exponentially weighted moving average (EWMA)–type control charts ...

• The usual CUSUM chart for the mean (CUSUM-X̄) is a chart used to quickly detect small to moderate shifts in a process. In presence of outliers, this chart is known to be more robust than other mean-based alternatives like the Shewhart mean chart but it is nevertheless affected by these unusual observations because the mean (X̄) itself is affected by the outliers. An outliers robust alternative ...

This paper reports findings from an AHRC-funded project into the use of more than one language in research projects. Using 35 seminar presentations and 25 researcher profiles, we investigated how researchers from differing disciplines became aware of the possibilities, complexities, and emerging practices of researching where more than one language is used: for example, in initial research desi...

Variations of heavy metals concentrations (Pb, Zn, Ni and Cd) in suspended matter as well as the physical properties (temperature, salinity, dissolved oxygen and pH) at five coastal sites and one reference station (offshore) were measured on seasonal base of the year 2005. Seasonal variations of seawater temperature, salinity, pH and dissolved oxygen were significant different, meanwhile; spati...

ت ُـ ا ةيباسحلا جماربلا لامعتسا نع ةجتانلا ةيلعافلا سايقل ةيّقيبطت تانوّكم ةساردلا هذه ددّح ةعوفدمل ةيتامولعم ةيمآ دوجوب يبيرقتلا قطنملا ةيرظن ىلع ةزكترملا هيجوتلاو ةرطيسلا ةمظنأ ةسدنه ىلإ ةفداه . نإ اعم دوجوب اهلامعتسا لجلأ ةهجوم ةيّسايقلا تانوّكملا ةيطّخ ريغو ةدقعم ةيباسح تلاد . و ثحبت ةساردلا هذه نم ةيّسايقلا تانوّكملا لامعتسا يف اهدامتعا بجاولا ةقيرطلا يف اًضيأ أ نم فلتخم ددع نيب ليضفتلا لج تامولعملا...

The control chart is an important statistical technique that is used to monitor the quality of a process. Shewhart control charts are used to detect larger disturbances in the process parameters, whereas CUSUM and EWMA charts are meant for smaller and moderate changes. Runs rules schemes are generally used to enhance the performance of Shewhart control charts. In this study, we propose two runs...

1 نارهت يكشزپ مولع هاگشناد ،تشادهب هدكشناد ،تشادهب شزومآ دشرا يسانشراك يوجشناد ناريا ، 2 لوئسم هدنسيون : رايداتسا هورگ نارهت يكشزپ مولع هاگشناد ،تشادهب هدكشناد ،تشادهب شزومآ ، ناريا . يكينورتكلا تسپ : [email protected] 3 نارهت يكشزپ مولع هاگشناد ،تشادهب هدكشناد ،هيذغت هورگ رايداتسا ناريا ، 4 رامآ هورگ رايداتسا يضاير و ، ريدم تاقيقحت زكرم ي ،يناتسراميب ت يناسر علاطا و تيريدم هدكشن...