Data-analytic aspects of the Shiryayev-Roberts control chart: Surveillance of a non-homogeneous Poisson process
- 1 February 1996
- journal article
- research article
- Published by Informa UK Limited in Journal of Applied Statistics
- Vol. 23 (1), 125-138
- https://doi.org/10.1080/02664769624413
Abstract
The Shiryayev-Roberts control chart has been proposed as a powerful competitor of the Shewhart control chart and the CUSUM procedure, on theoretical grounds. We demonstrate here the application of a Shiryayev-Roberts control chart to a non-homogeneous Poisson process. We show that, from a data-analytic point of view, the Shiryayev-Roberts surveillance scheme has several advantages over classical CUSUM charts. A case study of power failure times in a computer centre is used to illustrate our main points.Keywords
This publication has 20 references indexed in Scilit:
- A Robust Surveillance Scheme for Stochastically Ordered AlternativesThe Annals of Statistics, 1995
- An efficient nonparametric detection scheme and its application to surveillance of a Bernoulli process with unknown baselinePublished by Institute of Mathematical Statistics ,1994
- Sequential Detection of a Change in a Normal Mean when the Initial Value is UnknownThe Annals of Statistics, 1991
- Decision Theoretic Optimality of the Cusum ProcedureThe Annals of Statistics, 1990
- Average Run Lengths of an Optimal Method of Detecting a Change in DistributionThe Annals of Statistics, 1987
- Optimal Stopping Times for Detecting Changes in DistributionsThe Annals of Statistics, 1986
- Optimal Detection of a Change in DistributionThe Annals of Statistics, 1985
- Detection of Failure Rate IncreasesTechnometrics, 1973
- A Comparison of Some Control Chart ProceduresTechnometrics, 1966
- CONTINUOUS INSPECTION SCHEMESBiometrika, 1954