On Assessing the Performance of Sequential Procedures for Detecting a Change
@article{Kenett2012OnAT, title={On Assessing the Performance of Sequential Procedures for Detecting a Change}, author={Ron S. Kenett and Moshe Pollak}, journal={Quality and Reliability Eng. Int.}, year={2012}, volume={28}, pages={500-507} }
The literature on statistical process control has focused mostly on the average run length (ARL) to an alarm, as a performance criterion of sequential schemes. When the process is in control, this is the ARL to false alarm, generally denoted by ARL0, and represents the in-control operating characteristic of the procedure. The ARL from the occurrence of a change to its detection represents an out-of-control operating characteristic and is typically embodied by ARL1, the ARL to detection assuming… CONTINUE READING
Topics from this paper.
Citations
Publications citing this paper.
SHOWING 1-6 OF 6 CITATIONS
Minimax Robust Quickest Change Detection With Exponential Delay Penalties
VIEW 4 EXCERPTS
CITES BACKGROUND
HIGHLY INFLUENCED
A head-to-head comparative study of the conditional performance of control charts based on estimated parameters
VIEW 1 EXCERPT
CITES BACKGROUND
Industrial Process Monitoring in the Big Data/Industry 4.0 Era: from Detection, to Diagnosis, to Prognosis
VIEW 2 EXCERPTS
CITES BACKGROUND
Misspecified and Asymptotically Minimax Robust Quickest Change Detection
VIEW 2 EXCERPTS
CITES BACKGROUND