Adaptive CUSUM charts for monitoring linear drifts in Poisson rates

Feng He, Lianjie Shu and Kwok-Leung Tsui

International Journal of Production Economics, 2014, vol. 148, issue C, 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.

Keywords: Change-point detection; Linear drift; Poisson distribution; Statistical process control (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0925527313004635
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:proeco:v:148:y:2014:i:c:p:14-20

DOI: 10.1016/j.ijpe.2013.11.004

Access Statistics for this article

International Journal of Production Economics is currently edited by Stefan Minner

More articles in International Journal of Production Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().