Lang, Michael (2024)
Control Limits for an Adaptive Self-Starting Distribution-Free CUSUM Based on Sequential Ranks.
In: Technologies, 2019, 7 (4)
doi: 10.26083/tuprints-00015748
Article, Secondary publication, Publisher's Version
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Item Type: | Article |
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Type of entry: | Secondary publication |
Title: | Control Limits for an Adaptive Self-Starting Distribution-Free CUSUM Based on Sequential Ranks |
Language: | English |
Date: | 16 January 2024 |
Place of Publication: | Darmstadt |
Year of primary publication: | 2019 |
Place of primary publication: | Basel |
Publisher: | MDPI |
Journal or Publication Title: | Technologies |
Volume of the journal: | 7 |
Issue Number: | 4 |
Collation: | 19 Seiten |
DOI: | 10.26083/tuprints-00015748 |
Corresponding Links: | |
Origin: | Secondary publication DeepGreen |
Abstract: | Since their introduction in 1954, cumulative sum (CUSUM) control charts have seen a widespread use beyond the conventional realm of statistical process control (SPC). While off-the-shelf implementations aimed at practitioners are available, their successful use is often hampered by inherent limitations which make them not easily reconcilable with real-world scenarios. Challenges commonly arise regarding a lack of robustness due to underlying parametric assumptions or requiring the availability of large representative training datasets. We evaluate an adaptive distribution-free CUSUM based on sequential ranks which is self-starting and provide detailed pseudo-code of a simple, yet effective calibration algorithm. The main contribution of this paper is in providing a set of ready-to-use tables of control limits suitable to a wide variety of applications where a departure from the underlying sampling distribution to a stochastically larger distribution is of interest. Performance of the proposed tabularized control limits is assessed and compared to competing approaches through extensive simulation experiments. The proposed control limits are shown to yield significantly increased agility (reduced detection delay) while maintaining good overall robustness. |
Uncontrolled Keywords: | cumulative sums, distribution-free, nonparametric, sequential ranks, change point detection |
Status: | Publisher's Version |
URN: | urn:nbn:de:tuda-tuprints-157489 |
Classification DDC: | 000 Generalities, computers, information > 004 Computer science 600 Technology, medicine, applied sciences > 600 Technology |
Divisions: | Exzellenzinitiative > Graduate Schools > Graduate School of Computational Engineering (CE) |
Date Deposited: | 16 Jan 2024 12:37 |
Last Modified: | 18 Jan 2024 10:19 |
SWORD Depositor: | Deep Green |
URI: | https://tuprints.ulb.tu-darmstadt.de/id/eprint/15748 |
PPN: | 514765593 |
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