Abstract

This article examines the performance of the adaptive cumulative sum (CUSUM) plans and three simultaneous CUSUM statistics with different levels of temporal memory for monitoring changes in dispersion in the steady state situation. This article demonstrates that taking a larger rational subgroup has early out-of-control detection advantages for all monitoring plans considered. The article illustrates that the CUSUM plan that seems to have the most convincing robust early detection advantages is the three CUSUM statistic with different levels of temporal memory rather than the adaptive CUSUM plans for steady state situations.

中文翻译：

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选择合理的子组对于为正态分布数据的分散制定稳健的监测计划至关重要

摘要

本文检查了自适应累积和 (CUSUM) 计划的性能以及三个具有不同时间记忆级别的同时 CUSUM 统计数据，用于监测稳态情况下的分散变化。本文证明，对于所有考虑的监控计划，采用更大的合理子组具有早期失控检测优势。文章说明，似乎具有最令人信服的鲁棒早期检测优势的 CUSUM 计划是具有不同时间记忆级别的三个 CUSUM 统计量，而不是稳态情况下的自适应 CUSUM 计划。