Effectiveness of Conventional CUSUM Control Chart for Correlated Observations

Prajapati, D.R.

doi:10.7763/ijmo.2015.v5.449

Cited by 8 publications

(7 citation statements)

References 19 publications

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“…Therefore, the shift size is not anticipated in this analysis for detecting the shift in the precipitation variability in SSA and CNC. The control limits for the tabular routine (Prajapati 2015)…”

Section: Methodsmentioning

confidence: 99%

Comparative analysis of interdecadal precipitation variability over central North China and sub Saharan Africa

Ogou

Yang

Duan

et al. 2019

Atmospheric and Oceanic Science Letters

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The interdecadal variability of precipitation over sub-Saharan Africa (SSA) and central North China (CNC) is examined and compared in this study. Previous studies have found that the two regions have similar interdecadal dry-wet evolution in the past 100 years. The results show obvious decadal precipitation fluctuations in the two regions. In CNC, a persistent negative precipitation anomaly is detected from the early 1970s to the 2000s. In SSA, a negative precipitation anomaly is apparent since the late 1970s, while a distinct upward trend is found since the 1990s although the precipitation anomaly is still negative. Significant correlation is found between the decadal precipitation anomalies in SSA and the SST modes (Atlantic Multidecadal Oscillation (AMO) and Pacific Decadal Oscillation (PDO)), as well as the North Atlantic Oscillation (NAO), while in CNC the decadal precipitation is influenced by the NAO and PDO. The EOF results show that the total explained variance of the first four EOFs in SSA is smaller than that of CNC. The fourth and third modes in SSA are significantly associated with the AMO and PDO respectively, while the first, third, and fourth modes are significantly associated with the NAO. The first mode in CNC is significantly associated with the NAO. The first mode of the precipitation anomaly in SSA fluctuates out of phase with that in CNC, while in-phase changes are apparent among the third and the fourth modes. 摘要

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Section: Methodsmentioning

confidence: 99%

Comparative analysis of interdecadal precipitation variability over central North China and sub Saharan Africa

Ogou

Yang

Duan

et al. 2019

Atmospheric and Oceanic Science Letters

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“…Change point analysis finds the significant break point at which there is a significant change in risk, which indicates the potential need for a mitigation decision. A process control technique, such as a cumulative sum (CUSUM) control chart, is used to determine the break point . The CUSUM of each score is “calculated by adding the difference between the current value and mean to the previous sum,” as shown in Equation :

S_{i} = S_{i - 1} + false(X_{i} - \bar{X} false) for i = 1 t o n,

where S is the CUSUM,

X_{i}

is the current value, and

\bar{X}

is the mean.…”

Section: Methodsmentioning

confidence: 99%

“…The final step is to calculate the relative closeness to the ideal solution of each evaluation factor using Equation (10): to determine the break point. 50,51 The CUSUM of each score is "calculated by adding the difference between the current value and mean to the previous sum," as shown in Equation (11): 52…”

Section: Literature Reviewmentioning

confidence: 99%

Software obsolescence risk assessment approach using multicriteria decision‐making

Bowlds

Fossaceca

Iammartino

2018

Systems Engineering

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System obsolescence issues are a routine occurrence, especially for systems with a high utilization of commercial electronic components or software applications with a long operational life. The extended length of a system's development can often result in obsolescence well before system production and fielding begins. Obsolescence affects individual electronic components and availability of materials, as well as access to experienced personnel, processes, and software. Legacy application software obsolescence is influenced by multiple factors. Included in these factors are hardware obsolescence, increased software maintenance, commercial off‐the‐shelf software obsolescence, growth in technical debt, growth in complexity, and a lack of embedded business rule documentation. These criteria influence subjective management decisions in the remediation of current or future obsolescence risk. A multicriteria decision‐making (MCDM) approach is proposed to evaluate the impact of multiple obsolescence elements over the life cycle of a software application with consideration for the knowledge, preference, and subjectivity of experts to better inform the risk assessment and timing of future mitigation strategies. The resulting MCDM score provides a break point for a quantifiable increase in obsolescence risk.

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“…These control charts are well known for detecting SPC problems. More detection methods for small process shifts have been suggested by Yashchin [4], Zhang [5], Psarakis and Papaleonida [6], Prajapati [7], and Mawonike and Nkomo [8]. They have shown that the CUSUM and EWMA control charts are more effective than the Shewhart control chart for monitoring small changes and for autocorrelated processes.…”

Section: Introductionmentioning

confidence: 99%

The exact solution of the average run length on a modified EWMA control chart for the first-order moving-average process

Supharakonsakun¹,

Areepong²,

Sukparungsee³

2020

ScienceAsia

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Statistical process control methods are widely used in several fields for monitoring and detecting process problems. One of them is the control chart which is powerful and effective for monitoring many types of processes, and its capability is usually measured using the average run length (ARL). In this article, we investigate explicit formulas for both the one-and the two-sided ARL on a modified exponentially weighted moving-average (EWMA) control chart for a first-order moving-average process with exponential white noise. The accuracy of the solution obtained with the modified EWMA control chart was compared to the numerical integral equation method and extended to a comparative performance with the standard EWMA control chart. The results show that the ARL obtained by the explicit formulas and the numerical integral equation method are in close agreement. The performance comparison shows that the modified EWMA control chart is dramatically more sensitive than the standard EWMA control chart for almost all of the studied exponential smoothing parameters and magnitudes of shift size. To demonstrate its capability, the proposed approach was applied to Thailand/US monthly foreign exchange rates data, yielding in good performance.

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Effectiveness of Conventional CUSUM Control Chart for Correlated Observations

Cited by 8 publications

References 19 publications

Comparative analysis of interdecadal precipitation variability over central North China and sub Saharan Africa

Comparative analysis of interdecadal precipitation variability over central North China and sub Saharan Africa

Software obsolescence risk assessment approach using multicriteria decision‐making

The exact solution of the average run length on a modified EWMA control chart for the first-order moving-average process

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