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|a 10.1080/02664763.2020.1772208
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|a eng
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1 |
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|a Ye, Yunfei
|e verfasserin
|4 aut
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|a An optimal control chart for finite matrix sequences at some unknown change point
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|c 2021
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|a Text
|b txt
|2 rdacontent
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|a ƒaComputermedien
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|2 rdamedia
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|a ƒa Online-Ressource
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|a Date Revised 16.07.2022
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|a published: Electronic-eCollection
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|a Citation Status PubMed-not-MEDLINE
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|a © 2020 Informa UK Limited, trading as Taylor & Francis Group.
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|a We present a new measure for evaluating the performance of control charts to detect abrupt changes of finite matrix sequences. The objective is to minimize the probability that the control chart fails to raise the alarm at unknown change point time for a given in-control average run length. We construct and prove the optimal control chart with dynamic control limits in different pre- and post-change distributions. We validate the optimality of the proposed chart by conducting exhaustive experiments on both simulation study and real-world data
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|a Journal Article
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|a Finite observations of matrix data
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|a dynamic control limits
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|a multivariate distributions
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|a optimal control chart
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|a Han, Dong
|e verfasserin
|4 aut
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| 773 |
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|i Enthalten in
|t Journal of applied statistics
|d 1991
|g 48(2021), 9 vom: 12., Seite 1628-1643
|w (DE-627)NLM098188178
|x 0266-4763
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|g volume:48
|g year:2021
|g number:9
|g day:12
|g pages:1628-1643
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|u http://dx.doi.org/10.1080/02664763.2020.1772208
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