2018
DOI: 10.1007/978-3-319-90053-7_4
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An In-depth Analysis of CUSUM Algorithm for the Detection of Mean and Variability Deviation in Time Series

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Cited by 3 publications
(8 citation statements)
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“…When the value of Ci+ returns to be below the threshold H , the process is declared as in control. The values of K and H depend on the standard deviation σ0 of the training values K=kσ0;1emH=hσ0It is recommended to select k=0.5 and h=4thinmathspaceorthinmathspace5 to attain a good ARL [19, 46].…”
Section: Related Workmentioning
confidence: 99%
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“…When the value of Ci+ returns to be below the threshold H , the process is declared as in control. The values of K and H depend on the standard deviation σ0 of the training values K=kσ0;1emH=hσ0It is recommended to select k=0.5 and h=4thinmathspaceorthinmathspace5 to attain a good ARL [19, 46].…”
Section: Related Workmentioning
confidence: 99%
“…In our previous work [19], we proposed a new version of the algorithm, the so‐called modified‐CUSUM algorithm, which determines with good precision, the ST and ET of the deviation. In fact, in the standard version of CUSUM as well as all the above‐discussed CUSUM versions, the deviation is declared after performing several iterations sufficient to have a significant impact on Ci.…”
Section: Related Workmentioning
confidence: 99%
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