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Original Articles

The Effect of Serial Correlation on the Performance of CUSUM Tests II

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Pages 73-80 | Published online: 09 Apr 2012

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Read on this site (43)

Willy Ugaz, Andrés M. Alonso & Ismael Sánchez. (2021) Adaptive EWMA-S2 control charts with adaptive smoothing parameter. Quality Engineering 33:1, pages 100-112.
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Yougui Wu, Yiliang Zhu & Wei Wang. (2009) Effect of Inspection Error on Out-of-Control Average Run Length of CUSUM Charts. Communications in Statistics - Simulation and Computation 38:7, pages 1435-1445.
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Seong-Hee Kim, Christos Alexopoulos, Kwok-Leung Tsui & JamesR. Wilson. (2007) A distribution-free tabular CUSUM chart for autocorrelated data. IIE Transactions 39:3, pages 317-330.
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Orlando O. Atienza, L. C. Tang & B. W. Ang. (2002) A CUSUM Scheme for Autocorrelated Observations. Journal of Quality Technology 34:2, pages 187-199.
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Chao-Wen Lu & Marion R. Reynolds$suffix/text()$suffix/text(). (2001) Cusum Charts for Monitoring an Autocorrelated Process. Journal of Quality Technology 33:3, pages 316-334.
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Alberto Luceño & Jaime Puig-Pey. (2000) Evaluation of the Run-Length Probability Distribution for CUSUM Charts: Assessing Chart Performance. Technometrics 42:4, pages 411-416.
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Nien Fan Zhang. (1998) A Statistical Control Chart for Stationary Process Data. Technometrics 40:1, pages 24-38.
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Haim Shore. (1997) PROCESS CAPABILITY ANALYSIS WHEN DATA ARE AUTOCORRELATED. Quality Engineering 9:4, pages 615-626.
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Lewis N. Vanbrackle$suffix/text()$suffix/text() & Marion R Reynolds$suffix/text()$suffix/text(). (1997) EVVMA and cusum control charts in the presence of correlation. Communications in Statistics - Simulation and Computation 26:3, pages 979-1008.
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G. C. RUNGER. (1996) Multivariate statistical process control for autocorrelated processes. International Journal of Production Research 34:6, pages 1715-1724.
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S.A. Vander Wiel. (1996) Monitoring Processes That Wander Using Integrated Moving Average Models. Technometrics 38:2, pages 139-151.
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Marion R. Reynolds$suffix/text()$suffix/text(), Jesse C. Arnold & Jai Wook Baik. (1996) Variable Sampling Interval X̄ Charts in the Presence of Correlation. Journal of Quality Technology 28:1, pages 12-30.
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T. C. Chang & F. F. Gan. (1995) A Cumulative Sum Control Chart for Monitoring Process Variance. Journal of Quality Technology 27:2, pages 109-119.
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Kao Chihwa & Stephen. L. Ross. (1995) A cusum test in the linear regression model with serially correlated disturbances. Econometric Reviews 14:3, pages 331-346.
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Amy Hancock Boyd. (1995) A minimum cost exponential cusum test. Communications in Statistics - Theory and Methods 24:11, pages 2929-2958.
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George C. Runger, Thomas R. Wlllemain & Sharad Prabhu. (1995) Average run lengths for cusum control charts applied to residuals. Communications in Statistics - Theory and Methods 24:1, pages 273-282.
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Emmanuel Yashchin. (1994) Monitoring Variance Components. Technometrics 36:4, pages 379-393.
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Emmanuel Yashchin. (1993) Performance of CUSUM Control Schemes for Serially Correlated Observations. Technometrics 35:1, pages 37-52.
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Karen M. Oberg & David L. Snyder. (1993) One-cluster sampling designs for an autocorrelated population. Communications in Statistics - Theory and Methods 22:7, pages 1979-1998.
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Raid W. Amin & Alice J. Searcy. (1991) A nonparametric exponentially weighted moving average control scheme. Communications in Statistics - Simulation and Computation 20:4, pages 1049-1072.
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Emmanuel Yashchin. (1989) Weighted Cumulative Sum Technique. Technometrics 31:3, pages 321-338.
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WilliamJ. Vaughan & CliffordS. Russell. (1983) Monitoring Point Sources of Pollution: Answers and More Questions from Statistical Quality Control. The American Statistician 37:4b, pages 476-487.
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Michael Bagshaw & RichardA. Johnson. (1977) Sequential Procedures for Detecting Parameter Changes in a Time-Series Model. Journal of the American Statistical Association 72:359, pages 593-597.
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Michael Bagshaw & Richard A. Johnson. (1975) Sequential detection of a drift change in a wiener process. Communications in Statistics 4:8, pages 787-796.
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