CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2008, 24(3) 274-288 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Preliminary analysis
wavelets
multiscale
discrete wavelet transform
false alarm probability
central limit theorem
robustness.
Authors
Zhou Chunguang
Zou Changliang
Wang Zhaojun
PubMed
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A Robust Control Chart Based on Wavelets for Preliminary Analysis of Individual Observations

Zhou Chunguang, Zou Changliang, Wang Zhaojun

Department of Statistics, School of Mathematical Sciences, Nankai University

Abstract��

A control chart based on wavelets for preliminary analysis of individual observations is proposed for detecting the shifts in the process mean. The basic motivation for our proposed method comes from the fact that the wavelets are able to detect the abnormal changes which may occur at multiple scales in a small number of relatively large wavelets coefficients. The chart proposed is preferable from a robustness point of view, has attractive detection performances and would be particularly useful in preliminary setting where we usually do not have knowledge of the underlying distribution.

Keywords�� Preliminary analysis   wavelets   multiscale   discrete wavelet transform   false alarm probability   central limit theorem   robustness.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Zhou Chunguang
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