CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2008, 24(3) 297-311 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Statistical process control
change point detection
average run length.
Authors
Han Dong
Tsung Fugee
Hu Xijian
PubMed
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A Multi-Chart Approach for Mean Shift Detection

Han Dong, Tsung Fugee, Hu Xijian

Department of Mathematics, Shanghai Jiao Tong University; Department of Industrial Engineering and Engineering Management, Hong Kong University of Science and Technology; School of Mathematics and System Science, Xinjiang University

Abstract��

In this paper we consider a multi-chart for detecting a unknown shift in the mean of an identically distributed process. It is shown that the multi-chart has usually two advantages: one is in that it can much reduce computational complexity compared to the GLR (generalized likelihood ratio) and GEWMA (generalized exponentially weighted moving average) control charts when the in-control ARL (average run length) is large; the other is that it can quickly detect the size of the mean shift. Moreover, the numerical simulations show that the multi-chart can not only perform better than its constituent charts which consist of the multi-chart in the sense that the average of the ARLs of the constituent charts is large than that of the multi-chart, but also be superior on the whole to a single CUSUM, EWMA, EWMA multi-chart and GLR control charts in detecting the various mean shifts when the in-control ARL is not large.

Keywords�� Statistical process control   change point detection   average run length.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Han Dong
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