* لوئســ م هدنســ يون : ،نارــ هت ناــ بايخ ،رســ نارهت ناــ بايخ رسنارهت ميرك هاگنامرد ،رفولين راولب ،بيغتسد نفلت : 44506655 email: [email protected] فده و هنيمز : اب نمزم سامت تارثا لاّلح اه ناسنا تملاس رب يلآ ي هـتفرگ رارـق يسررب دروم فلتخم تاعلاطم رد اه اب سامت نيب هجوت لباق طابترا رگناشن هك لاّلح اه تيرفنولورمولگ و تسا هدوب اه . ركراـم يسررب هعلاطم نيا زا فده يويلك تيمس هب ساسح يرا...

The sequential detection of an abrupt and persistent change in the dynamics of an arbitrary continuous-path stochastic process is considered; the optimality of the cumulative sums (cusum) test is established with respect to a modified Lorden’s criterion. As a corollary, sufficient conditions are obtained for the optimality of the cusum test when the observed process is described by a fractional...

Shewhart, exponentially weighted moving average (EWMA), and cumulative sum (CUSUM) charts are famous statistical tools, to handle special causes and to bring the process back in statistical control. Shewhart charts are useful to detect large shifts, whereas EWMA and CUSUM are more sensitive for small to moderate shifts. In this study, we propose a new control chart, named mixed CUSUM-EWMA chart...

BACKGROUND There is considerable recent interest in the monitoring of individual surgeon or hospital surgical outcomes. If one aggregates data over time and assesses performance with a funnel plot, then the detection of any process deterioration or improvement could be delayed. The variable life adjusted display (VLAD) is widely used for monitoring on a case-by-case basis, but we show that use ...

In this paper, we follow the model of interpurchase times to achieve heterogeneity across customers. We employ a mixture model to segment customers into three states: super-active, active and inactive. The interpurchase model and mixture model are solved by the hierarchical Bayes via Markov Chain Monte Carlo method. We employ CUSUM chart based on the density of active state to monitor consumer ...

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. 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 ∞. In particular, attention has focused on 2-CUSUM harmonic mean rules due to the simplicity o...

Monitoring Markov Dependent Observations with a Log-Likelihood Based CUSUM Shabnam Mousavi and Marion R. Reynolds, Jr. Department of Statistics, The Pennsylvania State University, University Park, PA 16802-2111, U.S.A., Max Planck Institute for Human Development, Lentzeallee 94, 14195 Berlin, Germany, Departments of Statistics and Forestry, Virginia Polytechnic Institute and State University, B...

BACKGROUND Cumulative sum (CUSUM) analysis can be used to continuously monitor the performance of an individual or process and detect deviations from a preset or standard level of achievement. However, no previous study has evaluated the utility of CUSUM analysis in facilitating timely environmental assessment and interventions to improve performance of linear-probe endobronchial ultrasound-gui...

صلاخلا ــ ة : مت ةقرولا هذه يف ءاشنإ يف هدعاسملل مدقتم ماظن بناوج ذيفنتو ميمصت ضرع قتو و مي ءادأ حيحصت تارفش لأا ءاطخ ةليلق لا ةناتم ، ةينبم ىلع ءوفاكتلا رايتخا . موقي امه نيتيسيئر نيتفيظوب ةساردلا هذه يف مدقتملا ماظنلا : 1 ادأ باسحل ةيزاوتملا هاآاحملا ء تارفش حيحصت لأا ءاطخ ةليلق نمزب ةفاثكلا ادج ريصق ةنراقم ةمظنأب ةاآاحملا ةدوجوملا . 2 ةليلق ءاطخلأا حيحصت تارفشو فعضلا قطانم صحف نع ة...

This paper proposes the solution for Spectrum Sensing Problems in Cognitive Radio Networks. For this an Adaptive CUSUM based Test for signal Change Detection algorithm is used. The algorithm is based on sequential change detection techniques which is particularly effective when the parameters are not available apriori or when the correct parameter configuration and the pdf of the signal under t...