2010
DOI: 10.1080/03610910903528319
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Evaluation of CUSUM Charts for Finite-Horizon Processes

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Cited by 33 publications
(35 citation statements)
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“…For this reason, the computation of the statistical measures of performance of the investigated control chart must be a function of the finite number I of scheduled inspections and should account for the fact that the run may end without any signal issued by the chart. The short run measures of statistical performance of a control chart have been originally proposed by Nenes and Tagaras [18] who assume that the truncated run length TRL of the short run chart is defined for = 1, 2, . .…”
Section: Truncated Run Length Propertiesmentioning
confidence: 99%
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“…For this reason, the computation of the statistical measures of performance of the investigated control chart must be a function of the finite number I of scheduled inspections and should account for the fact that the run may end without any signal issued by the chart. The short run measures of statistical performance of a control chart have been originally proposed by Nenes and Tagaras [18] who assume that the truncated run length TRL of the short run chart is defined for = 1, 2, . .…”
Section: Truncated Run Length Propertiesmentioning
confidence: 99%
“…and c.d.f. of the usual (i.e., infinite horizon) run length (RL): It can be proven that (see Nenes and Tagaras [18])…”
Section: Truncated Run Length Propertiesmentioning
confidence: 99%
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“…The measures of statistical performance of a control chart when production ends after H hours have been originally proposed by Nenes and Tagaras [19]. The average run length (ARL) in infinite production runs is typically computed for a specific state of the process without taking into account the assignable cause occurrence mechanism: for the finite horizon production, Nenes and Tagaras [19] followed the same approach. That is, the process is assumed to run either in-control or out-ofcontrol from the beginning of the production run.…”
Section: Truncated Run Length and Other Metrics Of Statistical Performentioning
confidence: 99%
“…The measure of performance proposed by Nenes and Tagaras [19] for finite runs in place of the "classical" ARL for infinite runs is the expected value of truncated run length, which represents the expected number of samples to be taken until a signal or the end of the process. We denote it as E(T RL) = T ARL.…”
Section: Truncated Run Length and Other Metrics Of Statistical Performentioning
confidence: 99%