Adaptive CUSUM Charts for Monitoring Linear Drifts in Poisson Rates
Feng He1; Lianjie Shu2; Kwok-Leung Tsui3
2014-02
Source PublicationInternational Journal of Production Economics
ABS Journal Level3
ISSN0925-5273
Volume148Pages:14-20
Abstract

There has been relatively less attention paid to the monitoring of linear drifts in Poisson rates. Although the conventional CUSUM charts can be used for monitoring linear drifts in Poisson rates, they often rely on the assumption of a known parameter. To get rid of this assumption, this paper develops adaptive CUSUM (ACUSUM) charts for monitoring drifts in Poisson rates. The basic idea is to first estimate the current Poisson mean level and then to dynamically update the likelihood ratio in the CUSUM chart based on the estimated mean. Three different mean estimators based on the exponentially weighted moving average (EWMA) schemes are discussed. The comparison results are shown to favor the ACUSUM chart, especially at small drifts.

KeywordChange-point Detection Statistical Process Control Linear Drift Poisson Distribution
DOIhttps://doi.org/10.1016/j.ijpe.2013.11.004
Indexed BySCIE
Language英语
WOS Research AreaEngineering ; Operations Research & Management Science
WOS SubjectEngineering, Industrial ; Engineering, Manufacturing ; Operations Research & Management Science
WOS IDWOS:000331506100002
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Citation statistics
Cited Times [WOS]:7   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT
Corresponding AuthorLianjie Shu
Affiliation1.Department of Statistics and Actuarial Science, University of Waterloo, Canada
2.Faculty of Business Administration, University of Macau, Macau
3.Department of Systems Engineering and Engineering Management, City University of Hong Kong, Kowloon, Hong Kong
Corresponding Author AffilicationFaculty of Business Administration
Recommended Citation
GB/T 7714
Feng He,Lianjie Shu,Kwok-Leung Tsui. Adaptive CUSUM Charts for Monitoring Linear Drifts in Poisson Rates[J]. International Journal of Production Economics,2014,148:14-20.
APA Feng He,Lianjie Shu,&Kwok-Leung Tsui.(2014).Adaptive CUSUM Charts for Monitoring Linear Drifts in Poisson Rates.International Journal of Production Economics,148,14-20.
MLA Feng He,et al."Adaptive CUSUM Charts for Monitoring Linear Drifts in Poisson Rates".International Journal of Production Economics 148(2014):14-20.
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